-25.1%
GWRE vs IAG
+119.5%
-144.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.9% | -2.2% | -17.7% | -19.8% |
| 7D | -21.1% | -0.5% | -20.6% | -21.0% |
| 30D | +1.3% | +28.9% | -27.6% | -0.2% |
| 3M | +7.4% | +19.1% | -11.7% | +6.6% |
| 6M | +5.6% | -10.3% | +15.9% | +7.7% |
| YTD | -19.2% | +24.2% | -43.4% | -22.0% |
| 1Y | -25.1% | +116.5% | -141.6% | -42.0% |
| All | -25.1% | +119.5% | -144.7% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling