+473.8%
WELL vs IAG
+336.8%
+137.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.1% | +0.9% |
| 7D | +3.0% | +16.8% | -13.8% | +1.8% |
| 30D | +10.2% | -1.5% | +11.7% | +10.1% |
| 3M | +6.1% | +0.5% | +5.6% | +5.7% |
| 6M | +16.6% | -1.0% | +17.6% | +15.8% |
| YTD | +35.3% | +12.3% | +23.0% | +32.0% |
| 1Y | +31.5% | +39.2% | -7.8% | +25.8% |
| 3Y | +206.5% | +712.3% | -505.8% | +148.2% |
| 5Y | +222.0% | +484.2% | -262.3% | +158.4% |
| 10Y | +473.8% | +382.3% | +91.5% | +337.6% |
| All | +473.8% | +336.8% | +137.0% | +337.6% |
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