+37.8%
GEV vs IWD
+29.9%
+7.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -13.2% | +1.6% | -14.8% | -15.1% |
| 30D | -20.6% | +3.6% | -24.2% | -24.7% |
| 3M | -19.5% | +2.0% | -21.6% | -21.9% |
| 6M | -23.3% | +13.1% | -36.3% | -38.4% |
| YTD | +22.2% | +26.2% | -3.9% | -21.2% |
| 1Y | +37.8% | +29.6% | +8.2% | -15.1% |
| All | +37.8% | +29.9% | +7.9% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling