+162.3%
GE vs IWD
+726.5%
-564.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.9% |
| 7D | -1.6% | -0.3% | -1.3% | -1.3% |
| 30D | -11.6% | +0.6% | -12.2% | -12.2% |
| 3M | +3.0% | +7.2% | -4.2% | -5.2% |
| 6M | -0.5% | +16.2% | -16.7% | -16.3% |
| YTD | +9.7% | +23.3% | -13.6% | -13.9% |
| 1Y | +20.0% | +29.6% | -9.5% | -11.2% |
| 3Y | +275.8% | +70.5% | +205.4% | +102.9% |
| 5Y | +429.1% | +73.5% | +355.6% | +182.6% |
| 10Y | +151.2% | +198.3% | -47.1% | -24.3% |
| All | +162.3% | +726.5% | -564.2% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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