+76.3%
IWF vs GNRC
+61.6%
+14.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.2% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -1.7% | -15.7% | +14.0% | +1.3% |
| 3M | +0.7% | -27.3% | +28.0% | +6.0% |
| 6M | +8.6% | -12.1% | +20.6% | +9.5% |
| YTD | +3.5% | +37.1% | -33.6% | -5.4% |
| 1Y | +7.0% | -0.5% | +7.5% | +4.3% |
| 3Y | +76.3% | +61.5% | +14.8% | +48.1% |
| All | +76.3% | +61.6% | +14.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling