+71.5%
IWD vs IAG
+797.8%
-726.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.2% | +4.3% | -4.4% | -0.4% |
| 30D | -0.8% | +9.8% | -10.6% | -1.5% |
| 3M | +8.0% | +28.9% | -20.9% | +6.0% |
| 6M | +18.2% | -7.6% | +25.8% | +17.9% |
| YTD | +22.3% | +22.0% | +0.4% | +19.8% |
| 1Y | +28.9% | +99.5% | -70.6% | +22.1% |
| 3Y | +71.5% | +818.3% | -746.7% | +43.4% |
| All | +71.5% | +797.8% | -726.2% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling