+715.8%
VTV vs IAG
+255.4%
+460.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.5% |
| 7D | -0.7% | +1.7% | -2.3% | -0.8% |
| 30D | -0.5% | +11.4% | -11.9% | -1.3% |
| 3M | +5.3% | +33.0% | -27.7% | +3.1% |
| 6M | +12.9% | -6.0% | +18.9% | +12.6% |
| YTD | +18.5% | +24.6% | -6.1% | +15.7% |
| 1Y | +25.3% | +105.0% | -79.7% | +18.1% |
| 3Y | +68.2% | +837.9% | -769.7% | +40.8% |
| 5Y | +80.6% | +817.0% | -736.3% | +47.6% |
| 10Y | +232.9% | +425.3% | -192.4% | +167.3% |
| All | +715.8% | +255.4% | +460.4% | +453.7% |
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