+2,723.0%
VRT vs IAG
+276.5%
+2,446.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +4.7% |
| 7D | +9.1% | -0.5% | +9.7% | +9.2% |
| 30D | +0.9% | +28.9% | -28.0% | -3.3% |
| 3M | -13.4% | +19.1% | -32.5% | -16.1% |
| 6M | +11.7% | -10.3% | +21.9% | +12.2% |
| YTD | +73.2% | +24.2% | +49.0% | +66.1% |
| 1Y | +123.4% | +116.5% | +6.9% | +99.4% |
| 3Y | +606.2% | +742.8% | -136.6% | +428.7% |
| 5Y | +899.9% | +753.3% | +146.6% | +593.5% |
| All | +2,723.0% | +276.5% | +2,446.6% | +1,876.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling