+709.3%
IWM vs AGG
+97.9%
+611.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | +4.0% | -0.3% | +4.2% | +3.9% |
| 6M | +17.9% | -1.2% | +19.2% | +17.7% |
| YTD | +20.2% | -0.4% | +20.6% | +20.1% |
| 1Y | +25.0% | +0.4% | +24.6% | +25.0% |
| 3Y | +66.0% | +13.4% | +52.6% | +70.2% |
| 5Y | +40.0% | -1.4% | +41.5% | +32.6% |
| 10Y | +166.9% | +14.8% | +152.0% | +183.4% |
| All | +709.3% | +97.9% | +611.5% | +1,057.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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