+277.6%
AG vs IWD
+73.3%
+204.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.5% |
| 30D | +19.2% | +0.6% | +18.6% | +18.1% |
| 3M | +6.2% | +7.2% | -1.1% | -4.6% |
| 6M | -26.7% | +16.2% | -42.9% | -41.4% |
| YTD | +26.1% | +23.3% | +2.8% | -6.4% |
| 1Y | +131.7% | +29.6% | +102.1% | +61.9% |
| All | +277.6% | +73.3% | +204.3% | +75.2% |
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