+132.5%
GOOGL vs IWF
+72.9%
+59.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | -1.9% | +0.5% | -2.4% | -2.4% |
| 30D | -7.5% | -1.4% | -6.1% | -6.2% |
| 3M | -9.2% | +0.4% | -9.6% | -9.7% |
| 6M | +8.1% | +8.5% | -0.4% | -0.9% |
| YTD | +5.8% | +3.7% | +2.2% | +1.5% |
| 1Y | +38.3% | +8.5% | +29.9% | +26.5% |
| 3Y | +144.8% | +78.5% | +66.2% | +28.8% |
| 5Y | +132.5% | +73.6% | +58.9% | +23.9% |
| All | +132.5% | +72.9% | +59.7% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling