+22.1%
VMC vs IAG
+797.8%
-775.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -0.5% | +4.3% | -4.8% | -0.9% |
| 30D | -9.1% | +9.8% | -18.9% | -9.8% |
| 3M | -4.1% | +28.9% | -33.1% | -6.2% |
| 6M | -5.5% | -7.6% | +2.1% | -5.8% |
| YTD | -8.9% | +22.0% | -30.9% | -10.8% |
| 1Y | -12.9% | +99.5% | -112.4% | -17.6% |
| 3Y | +22.1% | +818.3% | -796.1% | +5.0% |
| All | +22.1% | +797.8% | -775.6% | +5.0% |
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