+201.7%
IWD vs IAG
+389.3%
-187.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | +2.3% | -7.7% | +10.0% | +2.7% |
| 30D | +3.6% | +1.6% | +2.0% | +3.4% |
| 3M | +2.2% | -2.4% | +4.6% | +2.1% |
| 6M | +13.0% | -7.8% | +20.8% | +12.9% |
| YTD | +26.5% | +5.0% | +21.5% | +25.0% |
| 1Y | +30.1% | +25.7% | +4.5% | +27.3% |
| 3Y | +84.9% | +694.5% | -609.6% | +61.9% |
| 5Y | +73.4% | +421.7% | -348.3% | +50.4% |
| All | +201.7% | +389.3% | -187.6% | +159.2% |
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