+206.5%
WELL vs IAG
+708.7%
-502.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.7% | +7.1% | +0.8% |
| 7D | +3.0% | +16.8% | -13.8% | +2.2% |
| 30D | +10.2% | -1.5% | +11.7% | +10.2% |
| 3M | +6.1% | +0.5% | +5.6% | +5.8% |
| 6M | +16.6% | -1.0% | +17.6% | +16.2% |
| YTD | +35.3% | +12.3% | +23.0% | +32.4% |
| 1Y | +31.5% | +39.2% | -7.8% | +26.0% |
| 3Y | +206.5% | +712.3% | -505.8% | +146.4% |
| All | +206.5% | +708.7% | -502.3% | +146.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling