+213.7%
VT vs IAG
+365.5%
-151.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -0.3% |
| 7D | -2.3% | +21.4% | -23.7% | -3.7% |
| 30D | -5.0% | +4.0% | -9.0% | -5.3% |
| 3M | -4.9% | +17.0% | -21.9% | -6.2% |
| 6M | -1.5% | +1.4% | -2.9% | -2.2% |
| YTD | +8.5% | +13.8% | -5.3% | +6.4% |
| 1Y | +11.4% | +55.8% | -44.4% | +6.8% |
| 3Y | +70.1% | +647.4% | -577.3% | +44.3% |
| 5Y | +53.7% | +519.1% | -465.4% | +27.9% |
| All | +213.7% | +365.5% | -151.8% | +157.4% |
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