+413.4%
IWF vs AGI
+392.3%
+21.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -1.7% | +7.2% | -9.0% | -2.2% |
| 3M | +0.7% | +4.3% | -3.6% | +0.2% |
| 6M | +8.6% | -27.1% | +35.6% | +10.3% |
| YTD | +3.5% | -6.6% | +10.1% | +3.3% |
| 1Y | +7.0% | +9.5% | -2.5% | +5.6% |
| 3Y | +76.3% | +208.4% | -132.1% | +62.9% |
| 5Y | +74.8% | +401.6% | -326.9% | +56.9% |
| All | +413.4% | +392.3% | +21.1% | +370.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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