+78.0%
VSXY vs IAG
+650.4%
-572.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.2% |
| 30D | -18.7% | +12.1% | -30.8% | -19.8% |
| 3M | -4.0% | +25.5% | -29.5% | -6.6% |
| 6M | +67.5% | -7.1% | +74.6% | +66.9% |
| YTD | +39.7% | +22.9% | +16.8% | +34.8% |
| 1Y | +180.0% | +83.3% | +96.6% | +159.6% |
| 3Y | +337.3% | +808.5% | -471.2% | +228.3% |
| 5Y | +22.7% | +838.0% | -815.3% | -16.1% |
| All | +78.0% | +650.4% | -572.4% | +29.8% |
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