-1.0%
VTRS vs IAG
+378.9%
-379.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | -3.5% | +1.7% | -5.1% | -3.6% |
| 30D | +2.1% | +11.4% | -9.3% | +1.2% |
| 3M | +2.6% | +33.0% | -30.4% | +0.2% |
| 6M | +17.8% | -6.0% | +23.8% | +17.5% |
| YTD | +35.7% | +24.6% | +11.1% | +32.2% |
| 1Y | +63.5% | +105.0% | -41.5% | +53.1% |
| 3Y | +85.1% | +837.9% | -752.8% | +51.3% |
| 5Y | +42.5% | +817.0% | -774.5% | +13.5% |
| 10Y | -48.2% | +425.3% | -473.5% | -59.2% |
| All | -1.0% | +378.9% | -379.9% | -37.0% |
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