+236.9%
VSH vs IAG
+377.5%
-140.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +4.7% |
| 7D | +4.1% | -0.5% | +4.6% | +4.1% |
| 30D | -4.2% | +28.9% | -33.0% | -6.8% |
| 3M | -50.0% | +19.1% | -69.1% | -50.9% |
| 6M | +80.2% | -10.3% | +90.4% | +81.2% |
| YTD | +121.1% | +24.2% | +96.9% | +114.1% |
| 1Y | +112.0% | +116.5% | -4.5% | +93.8% |
| 3Y | +22.5% | +742.8% | -720.3% | -5.3% |
| 5Y | +64.0% | +753.3% | -689.3% | +21.8% |
| 10Y | +170.4% | +403.2% | -232.8% | +95.7% |
| All | +236.9% | +377.5% | -140.6% | +89.2% |
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