+38.2%
IWM vs AGI
+392.7%
-354.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.6% |
| 7D | -1.1% | +2.2% | -3.4% | -1.5% |
| 30D | -3.1% | +11.3% | -14.4% | -4.7% |
| 3M | +2.2% | +5.6% | -3.4% | +0.8% |
| 6M | +15.1% | -27.7% | +42.7% | +19.5% |
| YTD | +18.6% | -4.1% | +22.6% | +17.5% |
| 1Y | +24.0% | +13.8% | +10.2% | +19.2% |
| 3Y | +63.7% | +217.0% | -153.3% | +28.7% |
| 5Y | +38.2% | +404.3% | -366.1% | -1.0% |
| All | +38.2% | +392.7% | -354.5% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling