+228.7%
VTV vs IAG
+427.6%
-198.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -1.1% | -1.1% | 0.0% | -1.1% |
| 30D | -1.0% | +12.1% | -13.1% | -1.6% |
| 3M | +4.6% | +25.5% | -20.9% | +3.3% |
| 6M | +13.5% | -7.1% | +20.6% | +13.4% |
| YTD | +18.5% | +22.9% | -4.4% | +16.6% |
| 1Y | +22.9% | +83.3% | -60.5% | +18.4% |
| 3Y | +67.8% | +808.5% | -740.7% | +48.5% |
| 5Y | +81.8% | +838.0% | -756.1% | +57.5% |
| All | +228.7% | +427.6% | -198.9% | +186.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling