+47.7%
VMC vs IAG
+804.8%
-757.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.4% |
| 7D | -5.3% | +1.7% | -7.0% | -5.4% |
| 30D | -12.3% | +11.4% | -23.7% | -13.0% |
| 3M | -10.3% | +33.0% | -43.3% | -12.2% |
| 6M | -8.6% | -6.0% | -2.6% | -8.8% |
| YTD | -11.9% | +24.6% | -36.4% | -13.8% |
| 1Y | -13.9% | +105.0% | -118.9% | -18.5% |
| 3Y | +18.2% | +837.9% | -819.7% | +0.4% |
| 5Y | +47.7% | +817.0% | -769.2% | +16.3% |
| All | +47.7% | +804.8% | -757.1% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling