+204.6%
IWD vs IAG
+370.6%
-166.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.6% |
| 7D | -0.6% | +3.4% | -4.0% | -0.8% |
| 30D | +3.6% | -2.7% | +6.3% | +3.6% |
| 3M | +2.7% | -0.5% | +3.2% | +2.5% |
| 6M | +13.2% | -4.8% | +18.0% | +13.0% |
| YTD | +26.8% | +9.6% | +17.2% | +25.0% |
| 1Y | +29.3% | +32.2% | -2.9% | +26.1% |
| 3Y | +85.1% | +692.5% | -607.4% | +62.1% |
| 5Y | +74.2% | +447.6% | -373.4% | +50.8% |
| 10Y | +204.6% | +403.3% | -198.8% | +160.8% |
| All | +204.6% | +370.6% | -166.0% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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