+137.2%
NWSA vs IAG
+427.6%
-290.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | +3.0% | +12.1% | -9.1% | +2.4% |
| 3M | +12.3% | +25.5% | -13.2% | +10.7% |
| 6M | +21.9% | -7.1% | +29.0% | +21.8% |
| YTD | +13.6% | +22.9% | -9.3% | +11.2% |
| 1Y | +0.5% | +83.3% | -82.9% | -4.1% |
| 3Y | +43.8% | +808.5% | -764.8% | +22.5% |
| 5Y | +41.2% | +838.0% | -796.8% | +17.2% |
| All | +137.2% | +427.6% | -290.4% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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