+278.2%
GE vs IWF
+68.4%
+209.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.8% | -0.4% |
| 7D | +4.0% | -1.1% | +5.1% | +4.9% |
| 30D | +11.1% | -8.3% | +19.3% | +18.8% |
| 3M | -6.7% | -5.6% | -1.2% | -2.7% |
| 6M | +14.3% | -5.4% | +19.7% | +18.6% |
| YTD | +11.7% | -1.2% | +12.9% | +11.4% |
| 1Y | +10.9% | -2.7% | +13.6% | +12.0% |
| All | +278.2% | +68.4% | +209.8% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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