+69.5%
IWD vs IAG
+505.2%
-435.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.9% |
| 7D | -0.5% | +21.4% | -21.9% | -1.9% |
| 30D | +2.7% | +4.0% | -1.4% | +2.2% |
| 3M | +0.9% | +17.0% | -16.1% | -0.6% |
| 6M | +10.5% | +1.4% | +9.1% | +9.8% |
| YTD | +23.7% | +13.8% | +9.9% | +21.1% |
| 1Y | +28.7% | +55.8% | -27.1% | +23.1% |
| 3Y | +79.7% | +647.4% | -567.7% | +48.8% |
| All | +69.5% | +505.2% | -435.7% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling