+132.2%
AG vs IWD
+28.3%
+103.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.6% | +3.7% |
| 7D | -0.1% | -1.2% | +1.1% | +3.2% |
| 30D | +12.5% | -1.6% | +14.1% | +17.6% |
| 3M | +28.2% | +7.0% | +21.1% | +5.5% |
| 6M | -18.8% | +17.0% | -35.8% | -46.2% |
| YTD | +27.4% | +21.6% | +5.8% | -20.2% |
| 1Y | +132.2% | +28.0% | +104.2% | +33.2% |
| All | +132.2% | +28.3% | +103.8% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling