+413.4%
IWF vs GPN
+28.5%
+384.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -4.3% | +3.4% | +0.6% |
| 30D | -1.7% | 0.0% | -1.7% | -2.0% |
| 3M | +0.7% | +35.8% | -35.2% | -11.0% |
| 6M | +8.6% | +22.0% | -13.4% | -0.8% |
| YTD | +3.5% | +15.2% | -11.7% | -4.3% |
| 1Y | +7.0% | +3.5% | +3.5% | +2.6% |
| 3Y | +76.3% | -26.9% | +103.3% | +87.2% |
| 5Y | +74.8% | -44.2% | +119.0% | +101.2% |
| All | +413.4% | +28.5% | +384.9% | +329.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling