+20.0%
IWM vs AG
+12.9%
+7.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.8% |
| 7D | -2.0% | +6.3% | -8.3% | -2.8% |
| 30D | -1.5% | -8.9% | +7.5% | -0.4% |
| 3M | -8.0% | -12.2% | +4.2% | -6.9% |
| 6M | -4.1% | -28.3% | +24.2% | -1.1% |
| YTD | +11.9% | -8.8% | +20.8% | +10.3% |
| 1Y | +15.0% | +39.4% | -24.3% | +6.8% |
| 3Y | +64.2% | +229.4% | -165.2% | +27.9% |
| All | +20.0% | +12.9% | +7.1% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling