+742.1%
IWM vs IAG
+377.5%
+364.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +1.6% | +19.1% | -17.5% | -0.3% |
| 6M | +13.6% | -10.3% | +23.8% | +13.8% |
| YTD | +20.8% | +24.2% | -3.4% | +17.2% |
| 1Y | +26.4% | +116.5% | -90.1% | +16.7% |
| 3Y | +60.7% | +742.8% | -682.1% | +29.4% |
| 5Y | +38.2% | +753.3% | -715.1% | +7.9% |
| 10Y | +169.5% | +403.2% | -233.7% | +106.0% |
| All | +742.1% | +377.5% | +364.7% | +466.1% |
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