+222.7%
VT vs IAG
+384.2%
-161.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.1% | +4.5% | -0.2% |
| 7D | +2.9% | -2.1% | +4.9% | +3.0% |
| 30D | -2.5% | -6.2% | +3.7% | -2.2% |
| 3M | -3.3% | -5.1% | +1.8% | -3.2% |
| 6M | +1.5% | -10.0% | +11.5% | +1.7% |
| YTD | +11.4% | +3.9% | +7.4% | +9.9% |
| 1Y | +11.9% | +18.9% | -7.0% | +9.3% |
| 3Y | +73.9% | +651.8% | -577.9% | +47.5% |
| 5Y | +57.9% | +416.3% | -358.4% | +32.6% |
| All | +222.7% | +384.2% | -161.4% | +166.1% |
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