+19.0%
VSXY vs IAG
+796.9%
-777.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.9% |
| 7D | -0.3% | -4.1% | +3.7% | +0.1% |
| 30D | -22.1% | +10.6% | -32.7% | -23.0% |
| 3M | -1.1% | +35.4% | -36.5% | -4.6% |
| 6M | +53.8% | -9.5% | +63.4% | +53.7% |
| YTD | +35.5% | +21.8% | +13.6% | +30.8% |
| 1Y | +186.0% | +84.1% | +101.9% | +164.5% |
| 3Y | +343.2% | +817.4% | -474.2% | +228.5% |
| 5Y | +19.0% | +830.1% | -811.1% | -19.9% |
| All | +19.0% | +796.9% | -777.9% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling