+76.6%
IWF vs GRMN
+179.1%
-102.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | -1.4% | -13.1% | +11.7% | +1.7% |
| 3M | +0.4% | +14.9% | -14.5% | -3.3% |
| 6M | +8.5% | +13.1% | -4.7% | +4.7% |
| YTD | +3.7% | +35.3% | -31.6% | -4.6% |
| 1Y | +8.5% | +16.0% | -7.5% | +3.4% |
| All | +76.6% | +179.1% | -102.4% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling