+97.6%
AGG vs IWF
+1,366.1%
-1,268.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.2% |
| 7D | -0.2% | +0.5% | -0.7% | -0.2% |
| 30D | -0.2% | -1.4% | +1.1% | -0.2% |
| 3M | -0.7% | +0.4% | -1.2% | -0.7% |
| 6M | -1.8% | +8.5% | -10.2% | -1.8% |
| YTD | -0.6% | +3.7% | -4.3% | -0.6% |
| 1Y | +0.4% | +8.5% | -8.1% | +0.3% |
| 3Y | +13.2% | +78.5% | -65.4% | +13.0% |
| 5Y | -2.0% | +73.6% | -75.6% | -2.3% |
| 10Y | +15.1% | +421.3% | -406.2% | +17.9% |
| All | +97.6% | +1,366.1% | -1,268.5% | +109.4% |
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