+211.0%
WELL vs IAG
+766.8%
-555.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -1.3% | +4.3% | -5.6% | -1.6% |
| 30D | +0.5% | +9.8% | -9.3% | -0.3% |
| 3M | +19.1% | +28.9% | -9.8% | +16.3% |
| 6M | +17.0% | -7.6% | +24.6% | +16.9% |
| YTD | +29.2% | +22.0% | +7.2% | +25.3% |
| 1Y | +42.1% | +99.5% | -57.4% | +30.8% |
| 3Y | +204.5% | +818.3% | -613.7% | +135.6% |
| 5Y | +211.0% | +785.9% | -574.9% | +132.2% |
| All | +211.0% | +766.8% | -555.8% | +132.2% |
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