+90.3%
VTR vs IAG
+796.9%
-706.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | -1.8% | -4.1% | +2.2% | -1.5% |
| 30D | +4.0% | +10.6% | -6.6% | +3.0% |
| 3M | +7.8% | +35.4% | -27.5% | +4.6% |
| 6M | +6.4% | -9.5% | +15.9% | +6.6% |
| YTD | +18.3% | +21.8% | -3.5% | +14.3% |
| 1Y | +33.9% | +84.1% | -50.2% | +23.1% |
| 3Y | +134.3% | +817.4% | -683.0% | +73.0% |
| 5Y | +90.3% | +830.1% | -739.8% | +33.2% |
| All | +90.3% | +796.9% | -706.6% | +33.2% |
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