+145.7%
VMC vs IAG
+427.6%
-281.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.8% |
| 7D | -3.8% | -1.1% | -2.7% | -3.7% |
| 30D | -9.7% | +12.1% | -21.8% | -10.3% |
| 3M | -9.6% | +25.5% | -35.2% | -11.0% |
| 6M | -4.8% | -7.1% | +2.3% | -5.0% |
| YTD | -10.9% | +22.9% | -33.7% | -12.5% |
| 1Y | -15.6% | +83.3% | -98.9% | -19.0% |
| 3Y | +19.3% | +808.5% | -789.2% | +4.1% |
| 5Y | +48.0% | +838.0% | -790.0% | +25.6% |
| All | +145.7% | +427.6% | -281.9% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling