+780.7%
GOOG vs IWF
+422.7%
+357.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.7% |
| 7D | 0.0% | -0.9% | +1.0% | +1.0% |
| 30D | -2.0% | -1.7% | -0.2% | -0.3% |
| 3M | -5.9% | +0.7% | -6.5% | -6.7% |
| 6M | +8.9% | +8.6% | +0.3% | -0.3% |
| YTD | +7.1% | +3.5% | +3.6% | +2.8% |
| 1Y | +39.7% | +7.0% | +32.6% | +29.5% |
| 3Y | +145.8% | +76.3% | +69.5% | +32.4% |
| 5Y | +138.6% | +74.8% | +63.9% | +30.5% |
| All | +780.7% | +422.7% | +357.9% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling