+606.9%
GEV vs IWD
+49.1%
+557.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.4% |
| 7D | -1.9% | -2.3% | +0.4% | +1.9% |
| 30D | -8.7% | -1.8% | -6.9% | -6.1% |
| 3M | +6.6% | +8.0% | -1.4% | -6.7% |
| 6M | +10.2% | +17.0% | -6.8% | -15.1% |
| YTD | +41.6% | +21.3% | +20.3% | +2.7% |
| 1Y | +43.9% | +27.9% | +15.9% | -4.1% |
| All | +606.9% | +49.1% | +557.8% | +270.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling