+1,024.4%
VRT vs IAG
+766.8%
+257.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +4.0% |
| 7D | +13.6% | +4.3% | +9.4% | +12.7% |
| 30D | +6.8% | +9.8% | -3.0% | +4.6% |
| 3M | -3.2% | +28.9% | -32.1% | -8.5% |
| 6M | +20.3% | -7.6% | +27.9% | +20.4% |
| YTD | +79.6% | +22.0% | +57.6% | +70.8% |
| 1Y | +139.0% | +99.5% | +39.5% | +109.7% |
| 3Y | +644.6% | +818.3% | -173.7% | +414.1% |
| 5Y | +1,024.4% | +785.9% | +238.5% | +600.6% |
| All | +1,024.4% | +766.8% | +257.5% | +600.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling