+1,199.2%
VUG vs IAG
+196.6%
+1,002.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.1% | +4.9% | +0.1% |
| 7D | +4.4% | -2.1% | +6.5% | +4.5% |
| 30D | -7.3% | -6.2% | -1.2% | -7.0% |
| 3M | -4.2% | -5.1% | +0.9% | -4.1% |
| 6M | -1.6% | -10.0% | +8.4% | -1.4% |
| YTD | +4.9% | +3.9% | +0.9% | +3.4% |
| 1Y | +3.8% | +18.9% | -15.1% | +1.3% |
| 3Y | +79.4% | +651.8% | -572.3% | +50.9% |
| 5Y | +63.9% | +416.3% | -352.4% | +37.7% |
| 10Y | +404.0% | +377.4% | +26.6% | +305.0% |
| All | +1,199.2% | +196.6% | +1,002.6% | +790.3% |
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