+13.8%
WFC vs IAG
+94.1%
-80.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +1.9% | -0.1% |
| 7D | +0.3% | -4.1% | +4.4% | +0.5% |
| 30D | +2.3% | +10.6% | -8.3% | +1.6% |
| 3M | +9.8% | +35.4% | -25.6% | +7.5% |
| 6M | +15.6% | -9.5% | +25.1% | +15.2% |
| YTD | -2.4% | +21.8% | -24.3% | -4.9% |
| 1Y | +13.8% | +84.1% | -70.3% | +8.7% |
| All | +13.8% | +94.1% | -80.3% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling