+1,164.9%
VST vs IAG
+389.3%
+775.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | +6.6% | -7.7% | +14.3% | +7.6% |
| 30D | -12.4% | +1.6% | -14.0% | -12.7% |
| 3M | -9.0% | -2.4% | -6.6% | -9.0% |
| 6M | -6.4% | -7.8% | +1.4% | -6.3% |
| YTD | -17.2% | +5.0% | -22.2% | -18.9% |
| 1Y | -22.0% | +25.7% | -47.7% | -25.1% |
| 3Y | +296.7% | +694.5% | -397.8% | +226.2% |
| 5Y | +637.6% | +421.7% | +215.9% | +497.0% |
| All | +1,164.9% | +389.3% | +775.6% | +908.7% |
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