+754.9%
IAG vs WTW
+41.9%
+713.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -4.1% | -7.8% | +3.7% | -2.8% |
| 30D | +10.6% | -7.9% | +18.5% | +12.2% |
| 3M | +35.4% | +19.9% | +15.4% | +31.6% |
| 6M | -9.5% | +9.8% | -19.3% | -10.9% |
| YTD | +21.8% | -3.3% | +25.2% | +23.2% |
| 1Y | +84.1% | -3.3% | +87.4% | +85.8% |
| 3Y | +817.4% | +61.5% | +755.8% | +662.4% |
| All | +754.9% | +41.9% | +713.0% | +621.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling