+446.7%
IWF vs GDDY
+390.3%
+56.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -0.9% | -3.2% | +2.3% | -0.2% |
| 30D | -1.7% | +6.8% | -8.5% | -4.0% |
| 3M | +0.7% | +30.5% | -29.8% | -8.8% |
| 6M | +8.6% | +13.3% | -4.8% | +1.7% |
| YTD | +3.5% | -21.0% | +24.5% | +7.5% |
| 1Y | +7.0% | -34.0% | +41.0% | +17.5% |
| 3Y | +76.3% | +33.1% | +43.3% | +52.0% |
| 5Y | +74.8% | +30.3% | +44.4% | +50.1% |
| 10Y | +420.5% | +205.5% | +215.0% | +279.5% |
| All | +446.7% | +390.3% | +56.4% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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