+20.3%
WM vs IAG
+55.8%
-35.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.2% | -9.3% | -1.8% |
| 7D | +1.2% | +21.4% | -20.2% | +2.0% |
| 30D | +13.1% | +4.0% | +9.0% | +13.3% |
| 3M | +3.6% | +17.0% | -13.4% | +4.4% |
| 6M | +8.1% | +1.4% | +6.7% | +9.4% |
| YTD | +8.9% | +13.8% | -4.9% | +11.3% |
| 1Y | +20.3% | +55.8% | -35.5% | +24.1% |
| All | +20.3% | +55.8% | -35.5% | +24.1% |
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