-23.4%
GWRE vs IAG
+56.5%
-80.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.2% | -4.3% | +5.6% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +4.5% | -5.3% | +9.8% | +4.6% |
| 3M | +6.4% | +18.0% | -11.6% | +5.9% |
| 6M | +18.8% | +7.1% | +11.7% | +18.7% |
| YTD | -15.1% | +5.9% | -21.1% | -17.1% |
| 1Y | -23.4% | +59.4% | -82.8% | -28.3% |
| All | -23.4% | +56.5% | -80.0% | -28.3% |
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