+21.2%
IWM vs AGI
+9.2%
+12.0%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -2.0% |
| 30D | -4.6% | +7.2% | -11.8% | -5.6% |
| 3M | -0.3% | +4.3% | -4.5% | -1.4% |
| 6M | +14.7% | -27.1% | +41.8% | +18.7% |
| YTD | +17.8% | -6.6% | +24.5% | +17.5% |
| 1Y | +21.2% | +9.5% | +11.7% | +17.2% |
| All | +21.2% | +9.2% | +12.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling