+304.4%
VRSN vs IAG
+389.3%
-84.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +1.4% | -7.7% | +9.1% | +1.7% |
| 30D | +3.9% | +1.6% | +2.3% | +3.7% |
| 3M | +9.3% | -2.4% | +11.8% | +9.2% |
| 6M | +6.7% | -7.8% | +14.5% | +6.6% |
| YTD | +30.0% | +5.0% | +25.0% | +28.4% |
| 1Y | +26.0% | +25.7% | +0.3% | +23.1% |
| 3Y | +53.1% | +694.5% | -641.4% | +32.2% |
| 5Y | +35.0% | +421.7% | -386.7% | +15.9% |
| All | +304.4% | +389.3% | -84.9% | +243.2% |
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 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