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  • WPM vs IAG✓SelectedUSD · IAGWPM vs IAG performance historyLatest closeAs of+0.08%09/08
Stock and ETF performance explorer

WPM vs IAG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,933.7%
IAG return
+238.8%
Excess return
+5,694.9%
Maximum drawdown
-86.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioIAGExcessAlpha
1D+0.1%-1.8%+1.9%+1.1%
7D+7.0%+4.3%+2.8%+4.6%
30D+15.7%+9.8%+6.0%+10.1%
3M+35.2%+28.9%+6.3%+17.2%
6M+6.1%-7.6%+13.7%+10.3%
YTD+32.6%+22.0%+10.6%+17.4%
1Y+46.9%+99.5%-52.6%-1.9%
3Y+276.3%+818.3%-542.0%-5.5%
5Y+260.0%+785.9%-525.9%-23.7%
10Y+508.5%+381.1%+127.4%+33.2%
All+5,933.7%+238.8%+5,694.9%+894.3%

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