+12.0%
WBD vs IAG
+423.2%
-411.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.2% |
| 7D | -0.6% | -4.1% | +3.5% | -0.2% |
| 30D | +4.2% | +10.6% | -6.5% | +3.1% |
| 3M | +7.5% | +35.4% | -27.9% | +4.2% |
| 6M | +1.6% | -9.5% | +11.1% | +1.6% |
| YTD | -2.2% | +21.8% | -24.0% | -5.3% |
| 1Y | +124.9% | +84.1% | +40.7% | +108.0% |
| 3Y | +149.1% | +817.4% | -668.2% | +93.1% |
| 5Y | +7.8% | +830.1% | -822.3% | -18.4% |
| All | +12.0% | +423.2% | -411.2% | -15.3% |
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