+387.0%
VNQ vs IAG
+195.6%
+191.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.2% | -1.2% |
| 7D | -0.9% | +1.7% | -2.6% | -1.0% |
| 30D | -2.2% | +11.4% | -13.7% | -3.2% |
| 3M | -1.9% | +33.0% | -35.0% | -4.5% |
| 6M | +3.2% | -6.0% | +9.2% | +3.0% |
| YTD | +9.4% | +24.6% | -15.2% | +6.1% |
| 1Y | +7.5% | +105.0% | -97.5% | -0.3% |
| 3Y | +31.1% | +837.9% | -806.8% | +4.6% |
| 5Y | +6.6% | +817.0% | -810.4% | -17.3% |
| 10Y | +63.9% | +425.3% | -361.4% | +24.9% |
| All | +387.0% | +195.6% | +191.3% | +206.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling