+487.8%
VYM vs IAG
+143.9%
+343.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.6% |
| 7D | -1.0% | +1.7% | -2.7% | -1.1% |
| 30D | -2.0% | +11.4% | -13.5% | -2.7% |
| 3M | +3.1% | +33.0% | -30.0% | +1.1% |
| 6M | +8.9% | -6.0% | +14.9% | +8.7% |
| YTD | +14.7% | +24.6% | -9.8% | +12.3% |
| 1Y | +19.4% | +105.0% | -85.6% | +13.3% |
| 3Y | +65.4% | +837.9% | -772.5% | +41.4% |
| 5Y | +77.6% | +817.0% | -739.4% | +48.6% |
| 10Y | +207.8% | +425.3% | -217.5% | +154.1% |
| All | +487.8% | +143.9% | +343.9% | +322.1% |
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 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