+1,250.4%
VUG vs IAG
+254.4%
+996.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -0.3% | +28.9% | -29.2% | -2.3% |
| 3M | -0.7% | +19.1% | -19.8% | -2.2% |
| 6M | +14.6% | -10.3% | +24.9% | +14.8% |
| YTD | +9.0% | +24.2% | -15.2% | +6.3% |
| 1Y | +14.9% | +116.5% | -101.6% | +7.4% |
| 3Y | +86.0% | +742.8% | -656.8% | +55.2% |
| 5Y | +76.7% | +753.3% | -676.6% | +43.4% |
| 10Y | +411.3% | +403.2% | +8.1% | +308.4% |
| All | +1,250.4% | +254.4% | +996.1% | +815.2% |
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 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