+61.8%
VNQ vs IAG
+427.6%
-365.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.3% | -1.1% | -0.2% | -1.2% |
| 30D | -2.6% | +12.1% | -14.7% | -3.4% |
| 3M | -2.0% | +25.5% | -27.5% | -3.8% |
| 6M | +4.3% | -7.1% | +11.4% | +4.2% |
| YTD | +9.2% | +22.9% | -13.6% | +6.5% |
| 1Y | +5.6% | +83.3% | -77.7% | -0.2% |
| 3Y | +30.8% | +808.5% | -777.7% | +7.9% |
| 5Y | +8.0% | +838.0% | -830.0% | -13.4% |
| All | +61.8% | +427.6% | -365.8% | +28.5% |
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