+143.5%
IWM vs AGI
+389.5%
-246.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.4% | -10.1% | +11.5% | +2.2% |
| 30D | +2.3% | -6.5% | +8.8% | +2.7% |
| 3M | -8.3% | -12.8% | +4.5% | -7.6% |
| 6M | -1.3% | -34.3% | +33.0% | +1.2% |
| YTD | +13.5% | -25.6% | +39.1% | +15.1% |
| 1Y | +18.4% | -14.2% | +32.6% | +18.9% |
| 3Y | +69.6% | +127.3% | -57.7% | +58.9% |
| 5Y | +23.3% | +241.8% | -218.5% | +12.2% |
| All | +143.5% | +389.5% | -246.0% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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