+7.0%
WMT vs IAG
+119.5%
-112.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.3% |
| 7D | +3.9% | -0.5% | +4.5% | +3.9% |
| 30D | -4.4% | +28.9% | -33.3% | -3.6% |
| 3M | -8.8% | +19.1% | -27.9% | -7.9% |
| 6M | -15.6% | -10.3% | -5.4% | -15.4% |
| YTD | -3.2% | +24.2% | -27.4% | -1.6% |
| 1Y | +7.0% | +116.5% | -109.4% | +13.5% |
| All | +7.0% | +119.5% | -112.5% | +13.5% |
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 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