+681.8%
IWD vs GRMN
+6,890.4%
-6,208.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.5% | +4.7% | -5.2% | -1.6% |
| 30D | +2.7% | +3.4% | -0.7% | +1.7% |
| 3M | +0.9% | -5.0% | +5.9% | +1.9% |
| 6M | +10.5% | +18.6% | -8.0% | +5.1% |
| YTD | +23.7% | +42.5% | -18.8% | +12.0% |
| 1Y | +28.7% | +42.3% | -13.6% | +16.5% |
| 3Y | +79.7% | +158.5% | -78.8% | +36.7% |
| 5Y | +69.7% | +123.6% | -53.9% | +32.5% |
| 10Y | +211.4% | +682.5% | -471.1% | +81.5% |
| All | +681.8% | +6,890.4% | -6,208.6% | +183.4% |
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