+373.4%
VST vs IAG
+746.3%
-372.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.1% |
| 7D | +8.9% | -0.5% | +9.4% | +8.9% |
| 30D | +6.2% | +28.9% | -22.7% | -0.9% |
| 3M | -2.7% | +19.1% | -21.9% | -7.9% |
| 6M | -8.4% | -10.3% | +1.9% | -8.0% |
| YTD | -7.2% | +24.2% | -31.4% | -15.4% |
| 1Y | -20.9% | +116.5% | -137.4% | -38.5% |
| All | +373.4% | +746.3% | -372.9% | +187.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling