+224.6%
VT vs IAG
+370.6%
-145.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.6% | +1.3% |
| 7D | -0.7% | +3.4% | -4.1% | -1.0% |
| 30D | -1.7% | -2.7% | +0.9% | -1.7% |
| 3M | -2.3% | -0.5% | -1.8% | -2.5% |
| 6M | +1.5% | -4.8% | +6.4% | +1.3% |
| YTD | +12.0% | +9.6% | +2.5% | +10.1% |
| 1Y | +12.9% | +32.2% | -19.3% | +9.4% |
| 3Y | +74.9% | +692.5% | -617.6% | +47.9% |
| 5Y | +59.9% | +447.6% | -387.7% | +33.8% |
| 10Y | +224.6% | +403.3% | -178.7% | +166.4% |
| All | +224.6% | +370.6% | -145.9% | +166.4% |
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