+758.8%
WMT vs IAG
+368.9%
+390.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -1.0% |
| 7D | +0.1% | +4.3% | -4.1% | 0.0% |
| 30D | -5.0% | +9.8% | -14.7% | -5.2% |
| 3M | -11.3% | +28.9% | -40.2% | -12.0% |
| 6M | -13.8% | -7.6% | -6.2% | -13.8% |
| YTD | -4.2% | +22.0% | -26.2% | -5.1% |
| 1Y | +4.6% | +99.5% | -94.9% | +1.9% |
| 3Y | +100.5% | +818.3% | -717.8% | +86.2% |
| 5Y | +129.7% | +785.9% | -656.2% | +111.4% |
| 10Y | +423.4% | +381.1% | +42.3% | +380.7% |
| All | +758.8% | +368.9% | +390.0% | +689.0% |
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