+91.9%
WFC vs IAG
+475.2%
-383.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.6% |
| 7D | +0.9% | +16.8% | -16.0% | +0.2% |
| 30D | +3.3% | -1.5% | +4.7% | +3.2% |
| 3M | -1.4% | +0.5% | -1.9% | -1.6% |
| 6M | +14.7% | -1.0% | +15.7% | +14.3% |
| YTD | -5.9% | +12.3% | -18.2% | -7.1% |
| 1Y | +1.8% | +39.2% | -37.4% | -0.3% |
| 3Y | +124.9% | +712.3% | -587.4% | +102.1% |
| All | +91.9% | +475.2% | -383.3% | +64.9% |
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