+2,865.0%
WMB vs IAG
+377.5%
+2,487.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +3.3% | +28.9% | -25.6% | -0.6% |
| 3M | +3.1% | +19.1% | -16.0% | -0.2% |
| 6M | -0.7% | -10.3% | +9.5% | -0.9% |
| YTD | +25.2% | +24.2% | +1.0% | +18.5% |
| 1Y | +32.9% | +116.5% | -83.6% | +15.7% |
| 3Y | +140.6% | +742.8% | -602.2% | +66.4% |
| 5Y | +273.5% | +753.3% | -479.9% | +144.8% |
| 10Y | +334.2% | +403.2% | -69.0% | +172.9% |
| All | +2,865.0% | +377.5% | +2,487.5% | +1,359.5% |
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