+282.7%
AG vs IWF
+77.2%
+205.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.5% | +2.6% |
| 7D | -0.1% | +0.5% | -0.6% | -0.7% |
| 30D | +12.5% | -1.4% | +13.8% | +14.2% |
| 3M | +28.2% | +0.4% | +27.7% | +28.3% |
| 6M | -18.8% | +8.5% | -27.3% | -23.5% |
| YTD | +27.4% | +3.7% | +23.7% | +25.3% |
| 1Y | +132.2% | +8.5% | +123.7% | +121.6% |
| All | +282.7% | +77.2% | +205.5% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling