+2,364.1%
WELL vs IAG
+321.3%
+2,042.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | 0.0% |
| 7D | +0.1% | +3.4% | -3.3% | -0.2% |
| 30D | +7.8% | -2.7% | +10.5% | +7.8% |
| 3M | +10.2% | -0.5% | +10.7% | +9.9% |
| 6M | +16.4% | -4.8% | +21.2% | +15.9% |
| YTD | +35.2% | +9.6% | +25.6% | +32.3% |
| 1Y | +30.5% | +32.2% | -1.7% | +25.7% |
| 3Y | +206.1% | +692.5% | -486.5% | +153.2% |
| 5Y | +228.3% | +447.6% | -219.3% | +171.4% |
| 10Y | +468.3% | +403.3% | +65.0% | +350.8% |
| All | +2,364.1% | +321.3% | +2,042.8% | +1,567.2% |
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 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