+46.4%
VTRS vs IAG
+820.9%
-774.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.7% |
| 7D | -2.2% | -1.1% | -1.1% | -2.1% |
| 30D | +3.3% | +12.1% | -8.8% | +2.3% |
| 3M | +2.0% | +25.5% | -23.5% | -0.1% |
| 6M | +19.9% | -7.1% | +27.0% | +19.7% |
| YTD | +35.7% | +22.9% | +12.9% | +32.4% |
| 1Y | +68.1% | +83.3% | -15.3% | +58.7% |
| 3Y | +87.1% | +808.5% | -721.4% | +50.7% |
| All | +46.4% | +820.9% | -774.5% | +17.3% |
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