+533.3%
WFC vs IAG
+331.8%
+201.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.6% |
| 7D | +0.9% | +16.8% | -16.0% | +0.1% |
| 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% | -0.4% |
| 3Y | +124.9% | +712.3% | -587.4% | +101.1% |
| 5Y | +92.7% | +484.2% | -391.5% | +71.5% |
| 10Y | +118.2% | +382.3% | -264.1% | +89.1% |
| All | +533.3% | +331.8% | +201.5% | +418.5% |
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