+73.6%
IWD vs IAG
+766.8%
-693.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | -0.2% | +4.3% | -4.4% | -0.5% |
| 30D | -0.8% | +9.8% | -10.6% | -1.5% |
| 3M | +8.0% | +28.9% | -20.9% | +5.8% |
| 6M | +18.2% | -7.6% | +25.8% | +18.0% |
| YTD | +22.3% | +22.0% | +0.4% | +19.4% |
| 1Y | +28.9% | +99.5% | -70.6% | +21.0% |
| 3Y | +71.5% | +818.3% | -746.7% | +40.2% |
| 5Y | +73.6% | +785.9% | -712.3% | +35.1% |
| All | +73.6% | +766.8% | -693.2% | +35.1% |
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