+1,102.1%
IWF vs GNRC
+2,020.8%
-918.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.6% | -0.3% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | -1.8% | -15.8% | +14.0% | +1.9% |
| 3M | +1.5% | -24.0% | +25.5% | +7.1% |
| 6M | +7.7% | -13.8% | +21.5% | +9.5% |
| YTD | +2.7% | +33.2% | -30.5% | -6.4% |
| 1Y | +6.8% | -1.8% | +8.6% | +3.6% |
| 3Y | +76.9% | +57.7% | +19.1% | +48.7% |
| 5Y | +73.4% | -59.7% | +133.1% | +88.2% |
| 10Y | +416.4% | +430.7% | -14.3% | +206.6% |
| All | +1,102.1% | +2,020.8% | -918.7% | +404.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling