+153.1%
IWM vs AG
+69.4%
+83.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | -2.0% | +6.3% | -8.3% | -2.7% |
| 30D | -1.5% | -8.9% | +7.5% | -0.6% |
| 3M | -8.0% | -12.2% | +4.2% | -7.1% |
| 6M | -4.1% | -28.3% | +24.2% | -1.7% |
| YTD | +11.9% | -8.8% | +20.8% | +10.9% |
| 1Y | +15.0% | +39.4% | -24.3% | +9.0% |
| 3Y | +64.2% | +229.4% | -165.2% | +38.4% |
| 5Y | +20.4% | +14.5% | +5.8% | +8.4% |
| All | +153.1% | +69.4% | +83.7% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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