-1.6%
AGG vs IWD
+73.1%
-74.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +1.7% | -3.1% | -1.6% |
| 30D | +0.9% | +3.2% | -2.3% | +0.6% |
| 3M | -1.2% | +2.3% | -3.5% | -1.5% |
| 6M | -1.4% | +12.9% | -14.4% | -2.6% |
| YTD | -1.4% | +26.2% | -27.6% | -3.6% |
| 1Y | -1.3% | +28.3% | -29.5% | -3.6% |
| 3Y | +13.8% | +84.4% | -70.6% | +7.0% |
| 5Y | -1.6% | +73.0% | -74.5% | -7.8% |
| All | -1.6% | +73.1% | -74.6% | -7.8% |
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