+227.8%
VST vs IAG
+573.1%
-345.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.2% | -6.3% | -6.2% |
| 7D | -19.9% | +4.5% | -24.4% | -21.3% |
| 30D | -29.7% | -5.7% | -24.0% | -28.9% |
| 3M | -19.6% | +10.1% | -29.7% | -22.5% |
| 6M | -29.4% | +7.3% | -36.7% | -32.2% |
| YTD | -29.7% | +6.1% | -35.8% | -34.0% |
| 1Y | -40.0% | +46.8% | -86.9% | -49.0% |
| All | +227.8% | +573.1% | -345.3% | +95.7% |
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 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