-1.3%
IWF vs FGI
+38.7%
-40.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.4% |
| 7D | -4.2% | +3.3% | -7.5% | -4.2% |
| 30D | -8.1% | -2.0% | -6.1% | -8.1% |
| 3M | -5.1% | +60.3% | -65.3% | -6.3% |
| 6M | -1.4% | +0.7% | -2.2% | -2.4% |
| YTD | -0.1% | +30.2% | -30.3% | -2.4% |
| 1Y | -1.3% | +44.4% | -45.6% | -4.6% |
| All | -1.3% | +38.7% | -40.0% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling