+7.0%
IWF vs GH
+176.0%
-168.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.8% |
| 7D | -0.9% | -2.5% | +1.6% | -0.8% |
| 30D | -1.7% | -4.7% | +3.0% | -1.5% |
| 3M | +0.7% | +20.2% | -19.6% | -0.6% |
| 6M | +8.6% | +78.8% | -70.2% | +4.4% |
| YTD | +3.5% | +54.1% | -50.6% | +0.1% |
| 1Y | +7.0% | +177.1% | -170.0% | +4.8% |
| All | +7.0% | +176.0% | -168.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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