+219.2%
VT vs IAG
+336.8%
-117.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.7% | +6.2% | 0.0% |
| 7D | -0.1% | +16.8% | -17.0% | -1.3% |
| 30D | -3.1% | -1.5% | -1.6% | -3.1% |
| 3M | -3.5% | +0.5% | -4.0% | -3.8% |
| 6M | +0.5% | -1.0% | +1.4% | -0.1% |
| YTD | +10.8% | +12.3% | -1.5% | +8.7% |
| 1Y | +11.9% | +39.2% | -27.4% | +8.1% |
| 3Y | +73.0% | +712.3% | -639.3% | +46.0% |
| 5Y | +58.6% | +484.2% | -425.6% | +32.2% |
| 10Y | +219.2% | +382.3% | -163.1% | +161.8% |
| All | +219.2% | +336.8% | -117.6% | +161.8% |
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