+700.3%
IWM vs IAG
+331.8%
+368.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +6.0% | -0.1% |
| 7D | +0.3% | +16.8% | -16.6% | -1.1% |
| 30D | +0.6% | -1.5% | +2.1% | +0.6% |
| 3M | -6.2% | +0.5% | -6.7% | -6.5% |
| 6M | -0.8% | -1.0% | +0.2% | -1.3% |
| YTD | +14.8% | +12.3% | +2.4% | +12.1% |
| 1Y | +16.1% | +39.2% | -23.1% | +11.4% |
| 3Y | +71.5% | +712.3% | -640.7% | +38.5% |
| 5Y | +25.8% | +484.2% | -458.5% | +1.2% |
| 10Y | +155.4% | +382.3% | -226.9% | +96.6% |
| All | +700.3% | +331.8% | +368.5% | +441.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling