+1,142.3%
VST vs IAG
+370.6%
+771.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.0% |
| 7D | +10.9% | +3.4% | +7.5% | +10.6% |
| 30D | -15.6% | -2.7% | -12.9% | -15.5% |
| 3M | -7.8% | -0.5% | -7.3% | -8.0% |
| 6M | -12.0% | -4.8% | -7.1% | -12.1% |
| YTD | -16.9% | +9.6% | -26.5% | -19.0% |
| 1Y | -25.1% | +32.2% | -57.3% | -28.5% |
| 3Y | +297.1% | +692.5% | -395.5% | +226.0% |
| 5Y | +641.9% | +447.6% | +194.3% | +498.0% |
| 10Y | +1,142.3% | +403.3% | +739.0% | +895.3% |
| All | +1,142.3% | +370.6% | +771.7% | +895.3% |
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