+19.4%
GLD vs IWF
+9.4%
+10.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +0.7% | +1.5% | -0.7% | 0.0% |
| 30D | +0.3% | -1.3% | +1.6% | +0.9% |
| 3M | +0.6% | +0.1% | +0.5% | +0.6% |
| 6M | -15.6% | +10.3% | -25.8% | -18.7% |
| YTD | +0.9% | +4.2% | -3.3% | -2.0% |
| 1Y | +19.4% | +9.3% | +10.1% | +11.6% |
| All | +19.4% | +9.4% | +10.0% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling