-20.9%
VST vs IAG
+5.8%
-26.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +7.2% | +3.4% | +8.7% |
| 7D | -9.8% | +21.4% | -31.2% | -14.3% |
| 30D | -25.1% | +4.0% | -29.2% | -25.3% |
| 3M | -11.6% | +17.0% | -28.6% | -16.1% |
| 6M | -20.9% | +1.4% | -22.3% | -21.9% |
| All | -20.9% | +5.8% | -26.7% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling