+131.4%
WMT vs IAG
+796.9%
-665.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | -2.5% | -4.1% | +1.6% | -2.3% |
| 30D | -6.4% | +10.6% | -17.1% | -6.9% |
| 3M | -12.1% | +35.4% | -47.5% | -13.4% |
| 6M | -15.0% | -9.5% | -5.4% | -14.8% |
| YTD | -4.5% | +21.8% | -26.3% | -6.1% |
| 1Y | +6.2% | +84.1% | -78.0% | +1.7% |
| 3Y | +99.9% | +817.4% | -717.5% | +71.7% |
| 5Y | +131.4% | +830.1% | -698.6% | +93.4% |
| All | +131.4% | +796.9% | -665.4% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling