+1,112.0%
VST vs IAG
+365.5%
+746.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.2% | +3.4% | +9.7% |
| 7D | -9.8% | +21.4% | -31.2% | -12.0% |
| 30D | -25.1% | +4.0% | -29.2% | -25.6% |
| 3M | -11.6% | +17.0% | -28.6% | -13.5% |
| 6M | -20.9% | +1.4% | -22.3% | -21.6% |
| YTD | -22.3% | +13.8% | -36.1% | -24.5% |
| 1Y | -32.0% | +55.8% | -87.8% | -36.2% |
| 3Y | +262.4% | +647.4% | -385.0% | +198.9% |
| 5Y | +563.4% | +519.1% | +44.2% | +433.4% |
| All | +1,112.0% | +365.5% | +746.5% | +866.3% |
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