+229.4%
AG vs IWD
+78.7%
+150.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.5% |
| 7D | +6.3% | -0.5% | +6.8% | +7.4% |
| 30D | -8.9% | +2.7% | -11.6% | -12.8% |
| 3M | -12.2% | +0.9% | -13.1% | -13.2% |
| 6M | -28.3% | +10.5% | -38.8% | -38.8% |
| YTD | -8.8% | +23.7% | -32.5% | -33.8% |
| 1Y | +39.4% | +28.7% | +10.6% | -3.8% |
| 3Y | +229.4% | +79.7% | +149.7% | -3.2% |
| All | +229.4% | +78.7% | +150.7% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling