+1,290.8%
VTR vs IAG
+368.9%
+922.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -2.4% | +4.3% | -6.6% | -2.7% |
| 30D | -3.7% | +9.8% | -13.5% | -4.6% |
| 3M | +13.5% | +28.9% | -15.4% | +10.7% |
| 6M | +7.2% | -7.6% | +14.8% | +7.0% |
| YTD | +17.6% | +22.0% | -4.4% | +14.0% |
| 1Y | +35.4% | +99.5% | -64.1% | +25.3% |
| 3Y | +132.8% | +818.3% | -685.4% | +84.4% |
| 5Y | +88.7% | +785.9% | -697.2% | +45.4% |
| 10Y | +87.6% | +381.1% | -293.5% | +43.3% |
| All | +1,290.8% | +368.9% | +922.0% | +791.5% |
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