+40.9%
NWSA vs IAG
+796.9%
-756.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | -4.8% | -4.1% | -0.7% | -4.5% |
| 30D | +3.0% | +10.6% | -7.7% | +2.2% |
| 3M | +9.3% | +35.4% | -26.1% | +6.7% |
| 6M | +23.2% | -9.5% | +32.7% | +23.4% |
| YTD | +13.3% | +21.8% | -8.5% | +10.3% |
| 1Y | +2.9% | +84.1% | -81.3% | -3.7% |
| 3Y | +43.3% | +817.4% | -774.0% | +12.0% |
| 5Y | +40.9% | +830.1% | -789.2% | +8.4% |
| All | +40.9% | +796.9% | -756.0% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling