+647.0%
VRT vs IAG
+540.0%
+107.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.8% | +3.9% | +8.5% |
| 7D | -10.6% | +24.0% | -34.6% | -14.6% |
| 30D | -17.4% | +5.5% | -23.0% | -18.5% |
| 3M | -26.4% | +8.3% | -34.7% | -27.9% |
| 6M | -41.0% | +6.1% | -47.1% | -42.4% |
| YTD | +23.8% | +20.3% | +3.5% | +17.5% |
| 1Y | +11.6% | +56.5% | -44.9% | +1.3% |
| 3Y | +403.5% | +762.6% | -359.1% | +244.7% |
| 5Y | +647.0% | +546.3% | +100.8% | +338.9% |
| All | +647.0% | +540.0% | +107.0% | +338.9% |
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