+57.8%
VT vs IAG
+540.0%
-482.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.8% | -3.2% | +2.1% |
| 7D | +0.4% | +24.0% | -23.6% | -1.7% |
| 30D | -2.6% | +5.5% | -8.1% | -3.3% |
| 3M | -3.2% | +8.3% | -11.5% | -4.3% |
| 6M | +0.9% | +6.1% | -5.2% | -0.4% |
| YTD | +11.3% | +20.3% | -9.0% | +7.9% |
| 1Y | +14.0% | +56.5% | -42.5% | +7.9% |
| 3Y | +75.8% | +762.6% | -686.8% | +39.1% |
| 5Y | +57.8% | +546.3% | -488.4% | +19.7% |
| All | +57.8% | +540.0% | -482.2% | +19.7% |
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