+2,010.2%
VRT vs IAG
+215.1%
+1,795.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.1% | +6.7% | +2.3% |
| 7D | +18.6% | -2.1% | +20.7% | +19.0% |
| 30D | -11.7% | -6.2% | -5.5% | -11.0% |
| 3M | -27.3% | -5.1% | -22.1% | -27.0% |
| 6M | -42.9% | -10.0% | -32.9% | -42.5% |
| YTD | +29.5% | +3.9% | +25.5% | +27.2% |
| 1Y | +21.0% | +18.9% | +2.2% | +16.9% |
| 3Y | +403.1% | +651.8% | -248.6% | +284.3% |
| 5Y | +688.8% | +416.3% | +272.6% | +475.3% |
| All | +2,010.2% | +215.1% | +1,795.1% | +1,413.5% |
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