+39.9%
VSH vs IAG
+421.7%
-381.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.4% |
| 7D | +14.3% | -7.7% | +22.0% | +15.6% |
| 30D | -7.9% | +1.6% | -9.4% | -8.1% |
| 3M | -19.9% | -2.4% | -17.4% | -19.6% |
| 6M | -30.5% | -7.8% | -22.7% | -30.2% |
| YTD | +85.7% | +5.0% | +80.6% | +83.0% |
| 1Y | +98.9% | +25.7% | +73.2% | +92.7% |
| 3Y | +32.1% | +694.5% | -662.4% | +3.9% |
| All | +39.9% | +421.7% | -381.8% | +5.8% |
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