+67.0%
VSH vs IAG
+804.8%
-737.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | +3.5% | +1.7% | +1.8% | +3.3% |
| 30D | -4.4% | +11.4% | -15.8% | -5.7% |
| 3M | -45.8% | +33.0% | -78.8% | -47.7% |
| 6M | +90.1% | -6.0% | +96.1% | +88.8% |
| YTD | +120.3% | +24.6% | +95.8% | +112.4% |
| 1Y | +112.2% | +105.0% | +7.2% | +95.7% |
| 3Y | +36.6% | +837.9% | -801.3% | +5.1% |
| 5Y | +67.0% | +817.0% | -749.9% | +15.4% |
| All | +67.0% | +804.8% | -737.8% | +15.4% |
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 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