+400.2%
IWM vs AG
+445.6%
-45.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.5% |
| 7D | +0.1% | +1.0% | -0.9% | 0.0% |
| 30D | -1.3% | +19.2% | -20.4% | -3.2% |
| 3M | +1.6% | +6.2% | -4.5% | +0.4% |
| 6M | +13.6% | -26.7% | +40.2% | +16.1% |
| YTD | +20.8% | +26.1% | -5.4% | +15.7% |
| 1Y | +26.4% | +131.7% | -105.2% | +12.6% |
| 3Y | +60.7% | +255.3% | -194.7% | +32.1% |
| 5Y | +38.2% | +61.9% | -23.8% | +20.1% |
| 10Y | +169.5% | +72.0% | +97.4% | +113.3% |
| All | +400.2% | +445.6% | -45.4% | +146.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling