+887.2%
IWM vs AGI
+5,459.2%
-4,571.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -1.3% | +18.2% | -19.5% | -2.2% |
| 3M | +1.6% | -4.1% | +5.7% | +1.6% |
| 6M | +13.6% | -28.7% | +42.3% | +15.3% |
| YTD | +20.8% | -4.0% | +24.7% | +20.4% |
| 1Y | +26.4% | +17.4% | +9.0% | +24.5% |
| 3Y | +60.7% | +203.0% | -142.3% | +49.8% |
| 5Y | +38.2% | +376.7% | -338.5% | +25.3% |
| 10Y | +169.5% | +407.5% | -238.0% | +137.1% |
| All | +887.2% | +5,459.2% | -4,571.9% | +715.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling