+439.9%
AG vs IWF
+1,027.2%
-587.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | +4.5% | +1.5% | +3.0% | +3.2% |
| 30D | +12.9% | -1.3% | +14.1% | +14.2% |
| 3M | +20.9% | +0.1% | +20.8% | +21.5% |
| 6M | -19.5% | +10.3% | -29.8% | -24.8% |
| YTD | +24.8% | +4.2% | +20.6% | +22.9% |
| 1Y | +120.2% | +9.3% | +110.9% | +109.7% |
| 3Y | +279.0% | +79.3% | +199.7% | +135.9% |
| 5Y | +67.9% | +73.8% | -5.9% | +5.1% |
| 10Y | +57.5% | +410.9% | -353.4% | -67.4% |
| All | +439.9% | +1,027.2% | -587.2% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling