It is well known that children of immigrants experience inequality. Less is known about how inequalities compare across multiple life domains and multiple generations. We conduct a case study of England and Wales, focussing on children of Caribbean immigrants (the ‘Windrush generation’). We use large-scale census data to compare inequalities across five domains of life—education, employment, occupation, housing, and health—separately for women and men across three distinct generations: the one-point-five generation, second-generation, and two-point-five generation. The children of the Windrush generation experience social inequality in all life domains, relative to comparable groups of the White British population, although there is considerable variation according to sex and generation. Men of all generations are uniformly disadvantaged; children of the Windrush are more disadvantaged if they belong to the two-point-five generation. Inequality is pervasive, persistent, and strongly indicative of segmented adaptation.