+1,516.3%
IWF vs AGI
+5,381.0%
-3,864.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +1.5% | +4.4% | -2.9% | +1.3% |
| 30D | -1.3% | +10.0% | -11.2% | -1.8% |
| 3M | +0.1% | +1.7% | -1.6% | -0.1% |
| 6M | +10.3% | -26.8% | +37.1% | +11.6% |
| YTD | +4.2% | -5.3% | +9.5% | +3.9% |
| 1Y | +9.3% | +11.5% | -2.2% | +8.1% |
| 3Y | +79.3% | +212.9% | -133.6% | +68.6% |
| 5Y | +73.8% | +388.8% | -315.0% | +59.5% |
| 10Y | +410.9% | +383.6% | +27.3% | +359.3% |
| All | +1,516.3% | +5,381.0% | -3,864.7% | +1,277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling