+20.7%
IWM vs IAG
+505.2%
-484.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.2% | +0.2% |
| 7D | -2.0% | +21.4% | -23.5% | -4.2% |
| 30D | -1.5% | +4.0% | -5.5% | -2.1% |
| 3M | -8.0% | +17.0% | -25.0% | -10.0% |
| 6M | -4.1% | +1.4% | -5.5% | -5.1% |
| YTD | +11.9% | +13.8% | -1.8% | +8.5% |
| 1Y | +15.0% | +55.8% | -40.8% | +7.8% |
| 3Y | +64.2% | +647.4% | -583.2% | +25.8% |
| All | +20.7% | +505.2% | -484.4% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling