+200.5%
IWD vs IAG
+401.0%
-200.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -1.6% | +11.4% | -13.1% | -2.3% |
| 3M | +7.0% | +33.0% | -26.0% | +5.1% |
| 6M | +17.0% | -6.0% | +23.0% | +16.7% |
| YTD | +21.6% | +24.6% | -2.9% | +19.3% |
| 1Y | +28.0% | +105.0% | -77.0% | +22.1% |
| 3Y | +70.6% | +837.9% | -767.3% | +48.3% |
| 5Y | +73.3% | +817.0% | -743.6% | +47.5% |
| 10Y | +200.5% | +425.3% | -224.8% | +153.6% |
| All | +200.5% | +401.0% | -200.5% | +153.6% |
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