+67.2%
AG vs IWD
+73.6%
-6.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.0% |
| 7D | +1.0% | -0.3% | +1.3% | +1.5% |
| 30D | +19.2% | +0.6% | +18.6% | +18.3% |
| 3M | +6.2% | +7.2% | -1.1% | -2.9% |
| 6M | -26.7% | +16.2% | -42.9% | -39.3% |
| YTD | +26.1% | +23.3% | +2.8% | -2.5% |
| 1Y | +131.7% | +29.6% | +102.1% | +69.3% |
| 3Y | +255.3% | +70.5% | +184.9% | +85.9% |
| All | +67.2% | +73.6% | -6.5% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling