+643.2%
GEV vs IWD
+50.4%
+592.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +4.4% |
| 7D | +8.1% | -0.2% | +8.3% | +8.3% |
| 30D | -1.9% | -0.8% | -1.1% | -0.8% |
| 3M | +4.1% | +8.0% | -4.0% | -8.8% |
| 6M | +23.2% | +18.2% | +5.0% | -6.7% |
| YTD | +48.9% | +22.3% | +26.6% | +6.4% |
| 1Y | +62.2% | +28.9% | +33.3% | +6.8% |
| All | +643.2% | +50.4% | +592.8% | +284.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling