+95.8%
AGG vs IWD
+761.3%
-665.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | -1.5% | +2.3% | -3.8% | -1.5% |
| 30D | +0.6% | +3.6% | -2.9% | +0.7% |
| 3M | -1.6% | +2.2% | -3.8% | -1.6% |
| 6M | -1.6% | +13.0% | -14.6% | -1.6% |
| YTD | -1.5% | +26.5% | -28.0% | -1.4% |
| 1Y | -1.1% | +30.1% | -31.2% | -1.0% |
| 3Y | +13.6% | +84.9% | -71.2% | +14.1% |
| 5Y | -1.7% | +73.4% | -75.0% | -1.4% |
| 10Y | +16.1% | +204.0% | -187.9% | +18.0% |
| All | +95.8% | +761.3% | -665.5% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling