+13.8%
VRT vs IAG
+56.5%
-42.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +10.2% | -23.1% | -16.1% |
| 7D | -15.4% | +1.1% | -16.5% | -16.0% |
| 30D | -19.0% | -5.3% | -13.7% | -17.7% |
| 3M | -23.8% | +18.0% | -41.9% | -29.4% |
| 6M | -37.9% | +7.1% | -45.0% | -41.0% |
| YTD | +27.0% | +5.9% | +21.0% | +20.5% |
| 1Y | +13.8% | +59.4% | -45.6% | -13.2% |
| All | +13.8% | +56.5% | -42.7% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling