+56.0%
IWF vs GME
-49.3%
+105.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | +2.8% | +2.9% | -0.1% | +2.6% |
| 30D | -7.5% | -4.8% | -2.8% | -7.3% |
| 3M | -8.5% | +39.2% | -47.7% | -10.5% |
| 6M | -7.4% | +17.1% | -24.5% | -8.5% |
| YTD | -2.6% | +28.7% | -31.4% | -4.6% |
| 1Y | -1.8% | +23.3% | -25.2% | -3.6% |
| 3Y | +65.5% | +112.9% | -47.5% | +38.5% |
| All | +56.0% | -49.3% | +105.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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