+356.5%
WELL vs IAG
+401.0%
-44.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | +0.7% | +11.4% | -10.7% | -0.2% |
| 3M | +14.5% | +33.0% | -18.5% | +11.7% |
| 6M | +14.4% | -6.0% | +20.4% | +14.1% |
| YTD | +28.5% | +24.6% | +3.9% | +24.6% |
| 1Y | +41.8% | +105.0% | -63.2% | +31.4% |
| 3Y | +202.8% | +837.9% | -635.1% | +142.2% |
| 5Y | +208.8% | +817.0% | -608.2% | +139.7% |
| 10Y | +356.5% | +425.3% | -68.8% | +242.6% |
| All | +356.5% | +401.0% | -44.4% | +242.6% |
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