+71.2%
IWD vs GNRC
+61.6%
+9.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | -0.8% | -15.7% | +14.9% | +1.5% |
| 3M | +6.9% | -27.3% | +34.3% | +11.4% |
| 6M | +18.3% | -12.1% | +30.3% | +18.8% |
| YTD | +22.4% | +37.1% | -14.8% | +13.2% |
| 1Y | +27.4% | -0.5% | +27.9% | +24.0% |
| 3Y | +71.2% | +61.5% | +9.6% | +49.9% |
| All | +71.2% | +61.6% | +9.6% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling