+65.7%
AG vs IWD
+203.0%
-137.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -10.0% | +2.3% | -12.2% | -11.6% |
| 30D | -10.5% | +3.6% | -14.1% | -12.9% |
| 3M | -27.3% | +2.2% | -29.4% | -28.3% |
| 6M | -43.0% | +13.0% | -55.9% | -47.9% |
| YTD | -17.9% | +26.5% | -44.4% | -30.7% |
| 1Y | +11.9% | +30.1% | -18.2% | -7.3% |
| 3Y | +201.8% | +84.9% | +116.9% | +98.1% |
| 5Y | -0.1% | +73.4% | -73.4% | -31.7% |
| All | +65.7% | +203.0% | -137.3% | +1.5% |
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