+738.2%
IWD vs IAG
+377.5%
+360.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | +0.6% | +28.9% | -28.3% | -1.3% |
| 3M | +7.2% | +19.1% | -11.9% | +5.6% |
| 6M | +16.2% | -10.3% | +26.5% | +16.3% |
| YTD | +23.3% | +24.2% | -0.9% | +20.3% |
| 1Y | +29.6% | +116.5% | -86.9% | +21.4% |
| 3Y | +70.5% | +742.8% | -672.3% | +42.7% |
| 5Y | +73.5% | +753.3% | -679.9% | +41.4% |
| 10Y | +198.3% | +403.2% | -204.9% | +138.5% |
| All | +738.2% | +377.5% | +360.7% | +489.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling