+73.6%
IWD vs GRMN
+76.7%
-3.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.8% | -11.3% | +10.5% | +2.2% |
| 3M | +8.0% | +17.7% | -9.7% | +2.8% |
| 6M | +18.2% | +14.2% | +4.0% | +13.2% |
| YTD | +22.3% | +37.0% | -14.7% | +11.0% |
| 1Y | +28.9% | +17.0% | +11.9% | +21.8% |
| 3Y | +71.5% | +183.2% | -111.7% | +16.0% |
| 5Y | +73.6% | +77.3% | -3.7% | +26.8% |
| All | +73.6% | +76.7% | -3.1% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling