+272.4%
IAG vs WETO
-99.4%
+371.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.3% | +0.8% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | +12.1% | -39.9% | +52.0% | +14.4% |
| 3M | +25.5% | -97.9% | +123.4% | +21.0% |
| 6M | -7.1% | -95.0% | +87.9% | -3.0% |
| YTD | +22.9% | -97.2% | +120.0% | +24.1% |
| 1Y | +83.3% | -98.9% | +182.3% | +76.5% |
| All | +272.4% | -99.4% | +371.8% | +247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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