-34.9%
VST vs IAG
+56.5%
-91.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +10.2% | -24.0% | -15.6% |
| 7D | -15.7% | +1.1% | -16.8% | -16.0% |
| 30D | -17.0% | -5.3% | -11.7% | -16.1% |
| 3M | -15.9% | +18.0% | -33.9% | -19.2% |
| 6M | -25.0% | +7.1% | -32.1% | -27.0% |
| YTD | -25.1% | +5.9% | -31.1% | -27.6% |
| 1Y | -34.9% | +59.4% | -94.3% | -45.6% |
| All | -34.9% | +56.5% | -91.4% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling