+166.4%
IWM vs AGI
+392.3%
-226.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -2.4% | -2.7% | +0.3% | -2.2% |
| 30D | -4.6% | +7.2% | -11.8% | -5.1% |
| 3M | -0.3% | +4.3% | -4.5% | -0.8% |
| 6M | +14.7% | -27.1% | +41.8% | +16.7% |
| YTD | +17.8% | -6.6% | +24.5% | +17.7% |
| 1Y | +21.2% | +9.5% | +11.7% | +19.6% |
| 3Y | +62.3% | +208.4% | -146.1% | +49.4% |
| 5Y | +38.7% | +401.6% | -362.9% | +24.3% |
| All | +166.4% | +392.3% | -226.0% | +144.7% |
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