+377.4%
VT vs IAG
+271.1%
+106.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +1.0% | +28.9% | -27.9% | -1.5% |
| 3M | +2.4% | +19.1% | -16.8% | +0.4% |
| 6M | +12.0% | -10.3% | +22.3% | +12.2% |
| YTD | +15.3% | +24.2% | -8.9% | +11.7% |
| 1Y | +22.6% | +116.5% | -93.9% | +12.6% |
| 3Y | +74.7% | +742.8% | -668.1% | +38.4% |
| 5Y | +66.1% | +753.3% | -687.2% | +27.1% |
| 10Y | +225.0% | +403.2% | -178.2% | +142.5% |
| All | +377.4% | +271.1% | +106.3% | +148.0% |
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