+201.7%
IWD vs AGI
+389.5%
-187.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +2.3% | -10.1% | +12.4% | +2.8% |
| 30D | +3.6% | -6.5% | +10.1% | +3.8% |
| 3M | +2.2% | -12.8% | +15.0% | +2.7% |
| 6M | +13.0% | -34.3% | +47.3% | +14.9% |
| YTD | +26.5% | -25.6% | +52.1% | +27.6% |
| 1Y | +30.1% | -14.2% | +44.4% | +30.3% |
| 3Y | +84.9% | +127.3% | -42.4% | +76.0% |
| 5Y | +73.4% | +241.8% | -168.4% | +61.5% |
| All | +201.7% | +389.5% | -187.8% | +183.5% |
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