+162.3%
GE vs IWF
+727.1%
-564.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.6% | +0.5% | -2.1% | -2.1% |
| 30D | -11.6% | -0.4% | -11.2% | -11.4% |
| 3M | +3.0% | -2.6% | +5.6% | +5.0% |
| 6M | -0.5% | +9.1% | -9.7% | -8.9% |
| YTD | +9.7% | +4.5% | +5.3% | +4.7% |
| 1Y | +20.0% | +10.1% | +10.0% | +8.9% |
| 3Y | +275.8% | +77.6% | +198.2% | +114.2% |
| 5Y | +429.1% | +73.7% | +355.4% | +199.9% |
| 10Y | +151.2% | +411.5% | -260.4% | -54.2% |
| All | +162.3% | +727.1% | -564.8% | -76.8% |
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