+413.4%
IWF vs GRMN
+674.8%
-261.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.1% | -0.8% |
| 7D | -0.9% | +2.0% | -3.0% | -1.8% |
| 30D | -1.7% | -8.8% | +7.1% | +2.0% |
| 3M | +0.7% | +19.0% | -18.3% | -7.5% |
| 6M | +8.6% | +20.7% | -12.2% | -1.1% |
| YTD | +3.5% | +40.5% | -37.0% | -12.3% |
| 1Y | +7.0% | +19.1% | -12.1% | -3.1% |
| 3Y | +76.3% | +182.7% | -106.4% | -1.3% |
| 5Y | +74.8% | +82.3% | -7.6% | +19.8% |
| All | +413.4% | +674.8% | -261.3% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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