+66.5%
AG vs IWF
+418.7%
-352.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -3.9% | -4.2% |
| 7D | -5.8% | -1.7% | -4.1% | -4.6% |
| 30D | +6.4% | -1.8% | +8.2% | +7.9% |
| 3M | +28.4% | +1.5% | +26.9% | +27.7% |
| 6M | -24.5% | +7.7% | -32.2% | -27.0% |
| YTD | +21.2% | +2.7% | +18.5% | +21.0% |
| 1Y | +114.1% | +6.8% | +107.3% | +109.9% |
| 3Y | +268.0% | +76.9% | +191.2% | +167.7% |
| 5Y | +67.3% | +73.4% | -6.1% | +20.2% |
| All | +66.5% | +418.7% | -352.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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