+33.8%
VWO vs IAG
+820.9%
-787.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -1.8% | -1.1% | -0.7% | -1.7% |
| 30D | -0.1% | +12.1% | -12.2% | -1.4% |
| 3M | +2.2% | +25.5% | -23.3% | -0.6% |
| 6M | +8.8% | -7.1% | +15.9% | +8.5% |
| YTD | +12.4% | +22.9% | -10.5% | +8.7% |
| 1Y | +15.6% | +83.3% | -67.8% | +7.3% |
| 3Y | +62.5% | +808.5% | -746.0% | +26.3% |
| All | +33.8% | +820.9% | -787.1% | +0.1% |
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