+34.3%
AIG vs IWD
+69.9%
-35.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +1.0% |
| 7D | -1.4% | -1.2% | -0.3% | -0.5% |
| 30D | -3.3% | -1.6% | -1.7% | -2.0% |
| 3M | +2.2% | +7.0% | -4.8% | -3.6% |
| 6M | -2.1% | +17.0% | -19.1% | -14.9% |
| YTD | -11.2% | +21.6% | -32.8% | -25.7% |
| 1Y | -2.1% | +28.0% | -30.1% | -22.0% |
| All | +34.3% | +69.9% | -35.6% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling