+157.8%
GE vs IWF
+679.4%
-521.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.1% |
| 7D | +5.1% | +5.3% | -0.2% | +0.2% |
| 30D | +7.6% | -8.6% | +16.1% | +16.7% |
| 3M | -9.3% | -6.5% | -2.8% | -3.8% |
| 6M | +11.5% | -5.6% | +17.2% | +16.7% |
| YTD | +7.9% | -1.5% | +9.4% | +8.4% |
| 1Y | +7.6% | -2.8% | +10.5% | +9.5% |
| 3Y | +265.9% | +67.1% | +198.7% | +120.0% |
| 5Y | +405.9% | +57.6% | +348.3% | +214.2% |
| 10Y | +149.6% | +390.4% | -240.8% | -52.9% |
| All | +157.8% | +679.4% | -521.5% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling