+269.3%
IAG vs WETO
-99.4%
+368.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.2% | -2.1% |
| 7D | -4.1% | -19.9% | +15.8% | -4.2% |
| 30D | +10.6% | -42.7% | +53.3% | +12.6% |
| 3M | +35.4% | -97.7% | +133.1% | +30.8% |
| 6M | -9.5% | -94.4% | +84.9% | -5.1% |
| YTD | +21.8% | -97.0% | +118.8% | +23.1% |
| 1Y | +84.1% | -98.9% | +183.0% | +77.3% |
| All | +269.3% | -99.4% | +368.7% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling