+202.4%
IWD vs GRMN
+655.8%
-453.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +1.6% | +6.3% | -4.8% | -0.6% |
| 30D | +3.6% | +7.6% | -4.0% | +0.8% |
| 3M | +2.0% | -7.5% | +9.5% | +4.5% |
| 6M | +13.1% | +21.2% | -8.2% | +4.1% |
| YTD | +26.2% | +44.0% | -17.8% | +8.1% |
| 1Y | +29.6% | +44.7% | -15.2% | +10.7% |
| 3Y | +84.3% | +160.5% | -76.2% | +15.3% |
| 5Y | +73.4% | +124.6% | -51.2% | +14.1% |
| 10Y | +202.4% | +651.6% | -449.2% | +23.6% |
| All | +202.4% | +655.8% | -453.3% | +23.6% |
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