+195.5%
IWD vs AGI
+388.9%
-193.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.1% |
| 7D | -2.3% | -5.3% | +2.9% | -2.1% |
| 30D | -1.8% | +6.8% | -8.5% | -2.1% |
| 3M | +8.0% | +8.3% | -0.3% | +7.4% |
| 6M | +17.0% | -29.2% | +46.2% | +18.5% |
| YTD | +21.3% | -7.3% | +28.5% | +21.1% |
| 1Y | +27.9% | +8.0% | +19.9% | +26.7% |
| 3Y | +70.1% | +206.6% | -136.5% | +59.7% |
| 5Y | +74.2% | +398.1% | -324.0% | +60.1% |
| All | +195.5% | +388.9% | -193.5% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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