+57.5%
AG vs IWD
+195.2%
-137.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | +4.5% | -0.2% | +4.6% | +4.7% |
| 30D | +12.9% | -0.8% | +13.7% | +13.7% |
| 3M | +20.9% | +8.0% | +12.9% | +13.8% |
| 6M | -19.5% | +18.2% | -37.7% | -29.1% |
| YTD | +24.8% | +22.3% | +2.5% | +7.7% |
| 1Y | +120.2% | +28.9% | +91.4% | +83.3% |
| 3Y | +279.0% | +71.5% | +207.5% | +159.2% |
| 5Y | +67.9% | +73.6% | -5.7% | +14.7% |
| 10Y | +57.5% | +194.7% | -137.2% | -28.1% |
| All | +57.5% | +195.2% | -137.7% | -28.1% |
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