+109.6%
VRT vs IAG
+102.4%
+7.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.1% | -11.7% | -10.3% |
| 7D | +2.4% | +1.7% | +0.7% | +1.7% |
| 30D | -2.7% | +11.4% | -14.1% | -6.8% |
| 3M | -9.2% | +33.0% | -42.2% | -19.4% |
| 6M | -0.5% | -6.0% | +5.5% | -1.4% |
| YTD | +62.3% | +24.6% | +37.8% | +45.2% |
| 1Y | +109.6% | +105.0% | +4.6% | +38.7% |
| All | +109.6% | +102.4% | +7.2% | +38.7% |
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