-40.4%
WU vs IAG
+427.6%
-468.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.6% |
| 7D | -3.5% | -1.1% | -2.4% | -3.4% |
| 30D | -2.9% | +12.1% | -15.1% | -3.3% |
| 3M | -2.3% | +25.5% | -27.8% | -3.1% |
| 6M | -25.4% | -7.1% | -18.3% | -25.4% |
| YTD | -21.2% | +22.9% | -44.1% | -22.1% |
| 1Y | -8.9% | +83.3% | -92.2% | -11.4% |
| 3Y | -29.0% | +808.5% | -837.5% | -36.0% |
| 5Y | -50.7% | +838.0% | -888.7% | -56.5% |
| All | -40.4% | +427.6% | -468.0% | -47.1% |
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