+56.0%
IWF vs GH
+45.9%
+10.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +2.8% | +0.6% | +2.3% | +2.7% |
| 30D | -7.5% | -6.9% | -0.6% | -6.6% |
| 3M | -8.5% | -4.9% | -3.6% | -8.1% |
| 6M | -7.4% | +54.1% | -61.5% | -13.7% |
| YTD | -2.6% | +48.5% | -51.2% | -9.4% |
| 1Y | -1.8% | +61.2% | -63.0% | -9.8% |
| 3Y | +65.5% | +570.3% | -504.9% | +14.9% |
| All | +56.0% | +45.9% | +10.0% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling