+358.4%
IAG vs WTW
+198.0%
+160.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -1.1% | -5.7% | +4.6% | -0.3% |
| 30D | +12.1% | -7.3% | +19.4% | +13.3% |
| 3M | +25.5% | +21.5% | +4.1% | +22.3% |
| 6M | -7.1% | +9.6% | -16.7% | -8.5% |
| YTD | +22.9% | -3.3% | +26.1% | +23.1% |
| 1Y | +83.3% | -6.1% | +89.5% | +84.7% |
| 3Y | +808.5% | +61.8% | +746.7% | +723.3% |
| 5Y | +838.0% | +42.7% | +795.3% | +762.2% |
| All | +358.4% | +198.0% | +160.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling