+23.2%
IWF vs GLXY
+15.1%
+8.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -0.6% |
| 7D | +1.5% | +15.5% | -14.0% | 0.0% |
| 30D | -1.3% | +34.1% | -35.4% | -4.2% |
| 3M | +0.1% | -11.3% | +11.5% | +0.3% |
| 6M | +10.3% | +31.6% | -21.3% | +5.9% |
| YTD | +4.2% | +21.0% | -16.8% | -0.3% |
| 1Y | +9.3% | +11.7% | -2.4% | +5.5% |
| All | +23.2% | +15.1% | +8.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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