+71.9%
AG vs IWD
+203.8%
-131.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | 0.0% | -5.9% | -5.9% |
| 7D | +6.0% | +1.6% | +4.4% | +4.8% |
| 30D | -13.5% | +3.6% | -17.1% | -15.8% |
| 3M | -20.7% | +2.0% | -22.7% | -21.8% |
| 6M | -31.5% | +13.1% | -44.6% | -37.5% |
| YTD | -10.1% | +26.2% | -36.3% | -24.0% |
| 1Y | +26.0% | +29.6% | -3.6% | +4.8% |
| 3Y | +228.9% | +84.3% | +144.6% | +116.1% |
| 5Y | +8.7% | +73.4% | -64.8% | -25.7% |
| 10Y | +71.9% | +202.4% | -130.6% | -6.8% |
| All | +71.9% | +203.8% | -131.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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