+158.6%
GE vs IWF
+670.6%
-512.1%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.3% |
| 7D | +2.7% | +2.8% | -0.2% | 0.0% |
| 30D | +8.1% | -7.5% | +15.6% | +16.0% |
| 3M | -7.9% | -8.5% | +0.6% | -0.3% |
| 6M | +12.9% | -7.4% | +20.3% | +20.2% |
| YTD | +8.2% | -2.6% | +10.8% | +9.8% |
| 1Y | +9.7% | -1.8% | +11.5% | +10.5% |
| 3Y | +266.1% | +65.5% | +200.7% | +122.3% |
| 5Y | +407.4% | +55.8% | +351.5% | +218.4% |
| 10Y | +150.3% | +384.9% | -234.6% | -52.3% |
| All | +158.6% | +670.6% | -512.1% | -75.6% |
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