+56.0%
IWF vs GRMN
+119.5%
-63.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -7.5% | +1.2% | -8.7% | -8.1% |
| 3M | -8.5% | -8.9% | +0.4% | -5.8% |
| 6M | -7.4% | +23.0% | -30.4% | -15.2% |
| YTD | -2.6% | +41.2% | -43.9% | -16.0% |
| 1Y | -1.8% | +47.5% | -49.3% | -16.9% |
| 3Y | +65.5% | +155.8% | -90.3% | -0.6% |
| All | +56.0% | +119.5% | -63.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling