+409.4%
IWF vs GAP
+27.6%
+381.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -1.7% | -6.3% | +4.6% | -0.8% |
| 30D | -1.8% | -0.2% | -1.6% | -2.1% |
| 3M | +1.5% | 0.0% | +1.4% | +1.0% |
| 6M | +7.7% | -8.1% | +15.8% | +8.1% |
| YTD | +2.7% | -16.5% | +19.2% | +4.2% |
| 1Y | +6.8% | -10.5% | +17.2% | +6.7% |
| 3Y | +76.9% | +104.0% | -27.1% | +48.0% |
| 5Y | +73.4% | +6.8% | +66.6% | +53.0% |
| All | +409.4% | +27.6% | +381.9% | +293.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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