+359.3%
VRT vs IAG
+708.6%
-349.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.2% | -3.7% | +1.8% |
| 7D | -21.4% | +21.4% | -42.8% | -25.2% |
| 30D | -25.8% | +4.0% | -29.9% | -26.8% |
| 3M | -33.5% | +17.0% | -50.6% | -36.6% |
| 6M | -49.0% | +1.4% | -50.4% | -50.0% |
| YTD | +12.9% | +13.8% | -0.8% | +7.7% |
| 1Y | 0.0% | +55.8% | -55.8% | -10.1% |
| All | +359.3% | +708.6% | -349.4% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling