+198.1%
IWD vs GNRC
+448.8%
-250.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.8% | -15.7% | +14.9% | +2.4% |
| 3M | +6.9% | -27.3% | +34.3% | +12.9% |
| 6M | +18.3% | -12.1% | +30.3% | +19.2% |
| YTD | +22.4% | +37.1% | -14.8% | +11.7% |
| 1Y | +27.4% | -0.5% | +27.9% | +23.5% |
| 3Y | +71.2% | +61.5% | +9.6% | +44.9% |
| 5Y | +75.7% | -58.6% | +134.3% | +93.5% |
| All | +198.1% | +448.8% | -250.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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