+143.5%
IWM vs AG
+76.0%
+67.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | +1.4% | -10.0% | +11.4% | +2.5% |
| 30D | +2.3% | -10.5% | +12.8% | +3.3% |
| 3M | -8.3% | -27.3% | +18.9% | -5.6% |
| 6M | -1.3% | -43.0% | +41.7% | +3.6% |
| YTD | +13.5% | -17.9% | +31.4% | +13.6% |
| 1Y | +18.4% | +11.9% | +6.5% | +14.6% |
| 3Y | +69.6% | +201.8% | -132.2% | +43.9% |
| 5Y | +23.3% | -0.1% | +23.3% | +12.3% |
| All | +143.5% | +76.0% | +67.5% | +106.5% |
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