+51.7%
GWRE vs IFF
+29.0%
+22.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -13.2% | -3.2% | -10.1% | -12.8% |
| 30D | -18.6% | -0.3% | -18.3% | -18.5% |
| 3M | +18.9% | +8.4% | +10.5% | +17.6% |
| 6M | -11.0% | +23.0% | -34.0% | -14.4% |
| YTD | -29.9% | +25.5% | -55.4% | -33.5% |
| 1Y | -44.3% | +29.1% | -73.4% | -47.7% |
| 3Y | +51.7% | +31.7% | +20.0% | +36.4% |
| All | +51.7% | +29.0% | +22.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling