+324.2%
VSXY vs IAG
+796.9%
-472.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.9% |
| 7D | -0.3% | -4.1% | +3.7% | 0.0% |
| 30D | -22.1% | +10.6% | -32.7% | -22.9% |
| 3M | -1.1% | +35.4% | -36.5% | -4.2% |
| 6M | +53.8% | -9.5% | +63.4% | +53.4% |
| YTD | +35.5% | +21.8% | +13.6% | +31.4% |
| 1Y | +186.0% | +84.1% | +101.9% | +168.7% |
| All | +324.2% | +796.9% | -472.7% | +210.6% |
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