-23.8%
WU vs IAG
+161.0%
-184.9%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.4% |
| 7D | -0.8% | +4.3% | -5.1% | -1.1% |
| 30D | -1.1% | +9.8% | -10.9% | -1.8% |
| 3M | -1.8% | +28.9% | -30.7% | -3.7% |
| 6M | -23.9% | -7.6% | -16.3% | -24.0% |
| YTD | -20.4% | +22.0% | -42.4% | -22.2% |
| 1Y | -10.6% | +99.5% | -110.1% | -15.8% |
| 3Y | -27.7% | +818.3% | -846.0% | -40.1% |
| 5Y | -51.1% | +785.9% | -837.0% | -60.5% |
| 10Y | -40.7% | +381.1% | -421.8% | -53.0% |
| All | -23.8% | +161.0% | -184.9% | -54.5% |
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