+166.9%
IWM vs AG
+57.4%
+109.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +1.4% | +4.5% | -3.1% | +0.9% |
| 30D | -2.3% | +12.9% | -15.1% | -3.6% |
| 3M | +4.0% | +20.9% | -17.0% | +1.5% |
| 6M | +17.9% | -19.5% | +37.5% | +19.3% |
| YTD | +20.2% | +24.8% | -4.6% | +15.6% |
| 1Y | +25.0% | +120.2% | -95.3% | +12.7% |
| 3Y | +66.0% | +279.0% | -213.0% | +37.4% |
| 5Y | +40.0% | +67.9% | -27.9% | +21.7% |
| 10Y | +166.9% | +57.5% | +109.4% | +131.1% |
| All | +166.9% | +57.4% | +109.5% | +131.1% |
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