+171.7%
IWM vs IAG
+401.0%
-229.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.3% |
| 30D | -3.1% | +11.4% | -14.6% | -4.0% |
| 3M | +2.2% | +33.0% | -30.8% | -0.4% |
| 6M | +15.1% | -6.0% | +21.1% | +14.8% |
| YTD | +18.6% | +24.6% | -6.0% | +15.4% |
| 1Y | +24.0% | +105.0% | -81.0% | +16.0% |
| 3Y | +63.7% | +837.9% | -774.2% | +34.7% |
| 5Y | +38.2% | +817.0% | -778.8% | +10.8% |
| 10Y | +171.7% | +425.3% | -253.6% | +117.0% |
| All | +171.7% | +401.0% | -229.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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