+2,545.5%
VRT vs IAG
+277.6%
+2,268.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.1% | -11.7% | -9.9% |
| 7D | +2.4% | +1.7% | +0.7% | +2.1% |
| 30D | -2.7% | +11.4% | -14.1% | -4.5% |
| 3M | -9.2% | +33.0% | -42.2% | -13.5% |
| 6M | -0.5% | -6.0% | +5.5% | -0.7% |
| YTD | +62.3% | +24.6% | +37.8% | +55.5% |
| 1Y | +109.6% | +105.0% | +4.6% | +88.2% |
| 3Y | +573.1% | +837.9% | -264.8% | +397.7% |
| 5Y | +953.6% | +817.0% | +136.7% | +625.9% |
| All | +2,545.5% | +277.6% | +2,268.0% | +1,750.4% |
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 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