+13,447.0%
GOOG vs IWF
+1,306.8%
+12,140.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.3% |
| 7D | +1.1% | +1.5% | -0.4% | -0.5% |
| 30D | -5.1% | -1.3% | -3.8% | -3.9% |
| 3M | -7.1% | +0.1% | -7.2% | -7.4% |
| 6M | +12.7% | +10.3% | +2.4% | +1.7% |
| YTD | +7.1% | +4.2% | +2.9% | +2.3% |
| 1Y | +43.6% | +9.3% | +34.3% | +30.5% |
| 3Y | +146.8% | +79.3% | +67.4% | +33.1% |
| 5Y | +133.7% | +73.8% | +59.9% | +31.6% |
| 10Y | +773.3% | +410.9% | +362.4% | +63.7% |
| All | +13,447.0% | +1,306.8% | +12,140.1% | +930.5% |
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