+128.3%
WFC vs IAG
+804.8%
-676.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.9% |
| 7D | +0.4% | +1.7% | -1.2% | +0.4% |
| 30D | +2.5% | +11.4% | -9.0% | +2.0% |
| 3M | +10.0% | +33.0% | -23.0% | +8.5% |
| 6M | +15.1% | -6.0% | +21.1% | +14.8% |
| YTD | -2.2% | +24.6% | -26.8% | -3.7% |
| 1Y | +13.5% | +105.0% | -91.5% | +9.6% |
| 3Y | +135.2% | +837.9% | -702.7% | +110.8% |
| 5Y | +128.3% | +817.0% | -688.6% | +94.3% |
| All | +128.3% | +804.8% | -676.5% | +94.3% |
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 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