+66.4%
IWM vs IAG
+790.4%
-724.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -1.3% | +28.9% | -30.1% | -4.3% |
| 3M | +1.6% | +19.1% | -17.5% | -0.9% |
| 6M | +13.6% | -10.3% | +23.8% | +13.5% |
| YTD | +20.8% | +24.2% | -3.4% | +16.2% |
| 1Y | +26.4% | +116.5% | -90.1% | +14.5% |
| All | +66.4% | +790.4% | -724.1% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling