-18.0%
GIS vs IWD
+30.5%
-48.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -7.8% | -0.3% | -7.6% | -7.8% |
| 30D | +6.6% | +0.6% | +6.0% | +6.5% |
| 3M | +21.0% | +7.2% | +13.7% | +19.8% |
| 6M | -9.1% | +16.2% | -25.3% | -11.0% |
| YTD | -13.6% | +23.3% | -37.0% | -15.3% |
| 1Y | -18.0% | +29.6% | -47.6% | -21.1% |
| All | -18.0% | +30.5% | -48.5% | -21.1% |
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