+76.8%
VUG vs IAG
+785.9%
-709.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +0.9% | +4.3% | -3.4% | +0.5% |
| 30D | -1.4% | +9.8% | -11.2% | -2.3% |
| 3M | +2.3% | +28.9% | -26.6% | -0.2% |
| 6M | +15.7% | -7.6% | +23.3% | +15.4% |
| YTD | +8.6% | +22.0% | -13.3% | +5.5% |
| 1Y | +14.1% | +99.5% | -85.5% | +6.1% |
| 3Y | +87.9% | +818.3% | -730.4% | +51.0% |
| All | +76.8% | +785.9% | -709.1% | +36.2% |
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