+325.3%
VWO vs IAG
+221.2%
+104.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.9% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | +0.9% | +11.4% | -10.6% | -0.7% |
| 3M | +4.3% | +33.0% | -28.8% | -0.1% |
| 6M | +10.5% | -6.0% | +16.5% | +10.3% |
| YTD | +13.4% | +24.6% | -11.2% | +8.3% |
| 1Y | +18.6% | +105.0% | -86.4% | +5.5% |
| 3Y | +65.8% | +837.9% | -772.1% | +16.1% |
| 5Y | +35.2% | +817.0% | -781.7% | -9.6% |
| 10Y | +116.6% | +425.3% | -308.7% | +39.7% |
| All | +325.3% | +221.2% | +104.1% | +93.9% |
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