+321.4%
GIS vs IWF
+724.4%
-403.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -8.3% | +1.5% | -9.8% | -8.6% |
| 30D | +2.2% | -1.3% | +3.4% | +2.5% |
| 3M | +15.7% | +0.1% | +15.6% | +15.3% |
| 6M | -12.0% | +10.3% | -22.2% | -14.5% |
| YTD | -15.0% | +4.2% | -19.1% | -16.3% |
| 1Y | -20.1% | +9.3% | -29.4% | -22.6% |
| 3Y | -34.6% | +79.3% | -114.0% | -46.0% |
| 5Y | -22.8% | +73.8% | -96.6% | -36.8% |
| 10Y | -18.5% | +410.9% | -429.4% | -54.3% |
| All | +321.4% | +724.4% | -403.0% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling