+192.7%
VSH vs IAG
+427.6%
-234.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +6.1% |
| 7D | +4.8% | -1.1% | +5.8% | +4.9% |
| 30D | -0.7% | +12.1% | -12.8% | -1.8% |
| 3M | -43.1% | +25.5% | -68.6% | -44.3% |
| 6M | +91.8% | -7.1% | +98.9% | +91.4% |
| YTD | +131.6% | +22.9% | +108.8% | +125.5% |
| 1Y | +118.1% | +83.3% | +34.7% | +105.8% |
| 3Y | +40.9% | +808.5% | -767.6% | +14.9% |
| 5Y | +75.8% | +838.0% | -762.2% | +37.8% |
| All | +192.7% | +427.6% | -234.9% | +132.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling