+56.2%
AG vs IWF
+73.7%
-17.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.6% |
| 7D | -6.7% | -0.9% | -5.8% | -5.9% |
| 30D | +2.2% | -1.7% | +3.9% | +3.9% |
| 3M | +15.7% | +0.7% | +15.0% | +15.5% |
| 6M | -23.8% | +8.6% | -32.3% | -27.6% |
| YTD | +17.6% | +3.5% | +14.1% | +16.4% |
| 1Y | +88.6% | +7.0% | +81.6% | +83.0% |
| 3Y | +253.4% | +76.3% | +177.1% | +136.1% |
| All | +56.2% | +73.7% | -17.5% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling