+74.6%
IWM vs IAG
+755.2%
-680.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.8% | -2.5% | +2.6% |
| 7D | +1.2% | +24.0% | -22.8% | -1.3% |
| 30D | +1.3% | +5.5% | -4.3% | +0.4% |
| 3M | -6.1% | +8.3% | -14.4% | -7.3% |
| 6M | -0.1% | +6.1% | -6.2% | -1.7% |
| YTD | +15.5% | +20.3% | -4.8% | +11.3% |
| 1Y | +18.1% | +56.5% | -38.4% | +10.5% |
| 3Y | +74.6% | +762.6% | -688.0% | +27.6% |
| All | +74.6% | +755.2% | -680.5% | +27.6% |
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