+402.8%
VUG vs IAG
+389.3%
+13.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +2.5% | -7.7% | +10.2% | +3.0% |
| 30D | -6.3% | +1.6% | -7.9% | -6.5% |
| 3M | -6.0% | -2.4% | -3.6% | -6.1% |
| 6M | -3.5% | -7.8% | +4.3% | -3.5% |
| YTD | +3.9% | +5.0% | -1.1% | +2.6% |
| 1Y | +5.1% | +25.7% | -20.6% | +2.5% |
| 3Y | +77.9% | +694.5% | -616.6% | +53.0% |
| 5Y | +62.4% | +421.7% | -359.3% | +38.3% |
| All | +402.8% | +389.3% | +13.6% | +326.0% |
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