+38.1%
VMC vs IAG
+696.0%
-657.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.8% |
| 7D | -4.3% | +3.4% | -7.7% | -4.6% |
| 30D | +16.2% | -2.7% | +18.9% | +16.2% |
| 3M | -0.8% | -0.5% | -0.3% | -1.1% |
| 6M | +1.2% | -4.8% | +6.0% | +0.8% |
| YTD | +0.5% | +9.6% | -9.1% | -1.1% |
| 1Y | -2.9% | +32.2% | -35.1% | -5.7% |
| All | +38.1% | +696.0% | -657.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling