+200.5%
IWD vs GRMN
+628.0%
-427.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | -1.6% | -13.1% | +11.4% | +3.3% |
| 3M | +7.0% | +14.9% | -7.9% | +0.8% |
| 6M | +17.0% | +13.1% | +3.9% | +10.4% |
| YTD | +21.6% | +35.3% | -13.7% | +6.8% |
| 1Y | +28.0% | +16.0% | +12.0% | +18.5% |
| 3Y | +70.6% | +179.6% | -109.0% | +2.3% |
| 5Y | +73.3% | +75.0% | -1.7% | +27.7% |
| 10Y | +200.5% | +644.1% | -443.6% | +18.8% |
| All | +200.5% | +628.0% | -427.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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