+130.7%
WFC vs IAG
+797.8%
-667.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.2% |
| 7D | +1.1% | +4.3% | -3.2% | +0.9% |
| 30D | +0.8% | +9.8% | -9.0% | +0.3% |
| 3M | +9.3% | +28.9% | -19.6% | +7.8% |
| 6M | +10.6% | -7.6% | +18.2% | +10.4% |
| YTD | -4.1% | +22.0% | -26.0% | -5.6% |
| 1Y | +13.6% | +99.5% | -85.9% | +9.5% |
| 3Y | +130.7% | +818.3% | -687.5% | +95.2% |
| All | +130.7% | +797.8% | -667.0% | +95.2% |
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 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