+74.2%
IWD vs GNRC
-60.2%
+134.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.1% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | -1.8% | -15.8% | +14.1% | +0.6% |
| 3M | +8.0% | -24.0% | +32.1% | +11.7% |
| 6M | +17.0% | -13.8% | +30.8% | +18.0% |
| YTD | +21.3% | +33.2% | -11.9% | +13.8% |
| 1Y | +27.9% | -1.8% | +29.8% | +25.3% |
| 3Y | +70.1% | +57.7% | +12.3% | +51.2% |
| 5Y | +74.2% | -59.7% | +133.9% | +73.1% |
| All | +74.2% | -60.2% | +134.3% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling