+2,244.6%
WELL vs IAG
+377.5%
+1,867.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.9% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -0.1% | +28.9% | -29.0% | -2.0% |
| 3M | +18.0% | +19.1% | -1.1% | +16.1% |
| 6M | +15.0% | -10.3% | +25.3% | +15.1% |
| YTD | +28.6% | +24.2% | +4.4% | +25.1% |
| 1Y | +42.9% | +116.5% | -73.6% | +32.9% |
| 3Y | +203.0% | +742.8% | -539.8% | +149.9% |
| 5Y | +206.9% | +753.3% | -546.5% | +146.3% |
| 10Y | +339.5% | +403.2% | -63.7% | +248.2% |
| All | +2,244.6% | +377.5% | +1,867.2% | +1,476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling