+644.6%
VRT vs IAG
+797.8%
-153.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.1% |
| 7D | +13.6% | +4.3% | +9.4% | +12.5% |
| 30D | +6.8% | +9.8% | -3.0% | +4.3% |
| 3M | -3.2% | +28.9% | -32.1% | -9.3% |
| 6M | +20.3% | -7.6% | +27.9% | +20.0% |
| YTD | +79.6% | +22.0% | +57.6% | +69.9% |
| 1Y | +139.0% | +99.5% | +39.5% | +108.4% |
| 3Y | +644.6% | +818.3% | -173.7% | +513.7% |
| All | +644.6% | +797.8% | -153.2% | +513.7% |
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 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