+348.0%
VT vs IAG
+217.1%
+130.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -4.1% |
| 7D | -4.2% | +4.5% | -8.7% | -4.6% |
| 30D | -5.8% | -5.7% | -0.1% | -5.4% |
| 3M | -5.2% | +10.1% | -15.4% | -6.4% |
| 6M | +0.1% | +7.3% | -7.2% | -1.2% |
| YTD | +8.2% | +6.1% | +2.1% | +6.2% |
| 1Y | +10.1% | +46.8% | -36.7% | +4.8% |
| 3Y | +69.7% | +573.1% | -503.4% | +37.2% |
| 5Y | +53.4% | +477.6% | -424.2% | +21.5% |
| 10Y | +219.2% | +315.7% | -96.5% | +143.1% |
| All | +348.0% | +217.1% | +130.9% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling