+459.5%
AJG vs IWD
+203.8%
+255.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -2.0% |
| 7D | -8.3% | -0.8% | -7.5% | -7.6% |
| 30D | -5.7% | -0.8% | -4.8% | -4.9% |
| 3M | +9.1% | +6.9% | +2.2% | +3.1% |
| 6M | +15.2% | +18.3% | -3.1% | -0.4% |
| YTD | -6.3% | +22.4% | -28.6% | -21.4% |
| 1Y | -19.1% | +27.4% | -46.5% | -34.5% |
| 3Y | +8.2% | +71.2% | -62.9% | -33.0% |
| 5Y | +75.6% | +75.7% | -0.1% | +6.1% |
| All | +459.5% | +203.8% | +255.7% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling