+428.1%
WMT vs IAG
+427.6%
+0.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.3% |
| 7D | 0.0% | -1.1% | +1.1% | 0.0% |
| 30D | -7.4% | +12.1% | -19.5% | -7.8% |
| 3M | -10.9% | +25.5% | -36.4% | -11.7% |
| 6M | -12.7% | -7.1% | -5.6% | -12.7% |
| YTD | -3.2% | +22.9% | -26.1% | -4.5% |
| 1Y | +5.3% | +83.3% | -78.1% | +2.0% |
| 3Y | +101.9% | +808.5% | -706.7% | +81.9% |
| 5Y | +134.6% | +838.0% | -703.4% | +107.6% |
| All | +428.1% | +427.6% | +0.5% | +364.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling