+606.9%
GEV vs IWF
+44.7%
+562.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -1.9% | -1.5% |
| 7D | -1.9% | -1.7% | -0.2% | +0.6% |
| 30D | -8.7% | -1.8% | -6.8% | -6.0% |
| 3M | +6.6% | +1.5% | +5.2% | +4.7% |
| 6M | +10.2% | +7.7% | +2.5% | -1.0% |
| YTD | +41.6% | +2.7% | +38.9% | +36.2% |
| 1Y | +43.9% | +6.8% | +37.1% | +31.6% |
| All | +606.9% | +44.7% | +562.2% | +343.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling