+1,390.5%
IWF vs IAG
+377.5%
+1,013.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.5% | -0.5% | +1.1% | +0.6% |
| 30D | -0.4% | +28.9% | -29.3% | -2.2% |
| 3M | -2.6% | +19.1% | -21.7% | -4.0% |
| 6M | +9.1% | -10.3% | +19.4% | +9.3% |
| YTD | +4.5% | +24.2% | -19.7% | +2.0% |
| 1Y | +10.1% | +116.5% | -106.4% | +3.4% |
| 3Y | +77.6% | +742.8% | -665.2% | +50.0% |
| 5Y | +73.7% | +753.3% | -679.6% | +43.0% |
| 10Y | +411.5% | +403.2% | +8.3% | +315.1% |
| All | +1,390.5% | +377.5% | +1,013.0% | +977.7% |
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