+396.3%
IAG vs WTW
+571.7%
-175.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.6% | +5.7% | +3.0% |
| 7D | +1.7% | -7.1% | +8.8% | +3.5% |
| 30D | +11.4% | -8.5% | +20.0% | +13.9% |
| 3M | +33.0% | +20.6% | +12.5% | +26.8% |
| 6M | -6.0% | +7.2% | -13.2% | -8.4% |
| YTD | +24.6% | -3.9% | +28.4% | +23.9% |
| 1Y | +105.0% | -3.6% | +108.6% | +103.5% |
| 3Y | +837.9% | +60.7% | +777.2% | +706.2% |
| 5Y | +817.0% | +42.2% | +774.8% | +707.8% |
| 10Y | +425.3% | +195.5% | +229.9% | +259.3% |
| All | +396.3% | +571.7% | -175.4% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling