+238.4%
IWF vs GH
+480.1%
-241.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +1.5% | -2.1% | +3.6% | +1.8% |
| 30D | -1.3% | -4.5% | +3.2% | -0.7% |
| 3M | +0.1% | +28.9% | -28.8% | -4.0% |
| 6M | +10.3% | +76.5% | -66.2% | +0.4% |
| YTD | +4.2% | +57.6% | -53.5% | -3.9% |
| 1Y | +9.3% | +167.5% | -158.2% | -7.7% |
| 3Y | +79.3% | +377.4% | -298.1% | +31.5% |
| 5Y | +73.8% | +23.8% | +49.9% | +46.2% |
| All | +238.4% | +480.1% | -241.7% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling