+679.5%
IWD vs GRMN
+6,655.2%
-5,975.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.4% |
| 30D | +0.6% | -8.4% | +9.0% | +2.7% |
| 3M | +7.2% | +15.0% | -7.8% | +3.0% |
| 6M | +16.2% | +11.2% | +5.0% | +12.3% |
| YTD | +23.3% | +37.7% | -14.4% | +12.8% |
| 1Y | +29.6% | +18.5% | +11.1% | +22.6% |
| 3Y | +70.5% | +175.8% | -105.3% | +27.6% |
| 5Y | +73.5% | +75.1% | -1.6% | +43.8% |
| 10Y | +198.3% | +637.0% | -438.7% | +76.6% |
| All | +679.5% | +6,655.2% | -5,975.7% | +185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling