+73.6%
IWF vs GRMN
+75.7%
-2.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | 0.0% |
| 7D | +0.5% | -1.4% | +1.9% | +1.0% |
| 30D | -1.4% | -13.1% | +11.7% | +3.4% |
| 3M | +0.4% | +14.9% | -14.5% | -5.2% |
| 6M | +8.5% | +13.1% | -4.7% | +2.7% |
| YTD | +3.7% | +35.3% | -31.6% | -8.7% |
| 1Y | +8.5% | +16.0% | -7.5% | +0.7% |
| 3Y | +78.5% | +179.6% | -101.1% | +3.5% |
| 5Y | +73.6% | +75.0% | -1.4% | +13.1% |
| All | +73.6% | +75.7% | -2.0% | +13.1% |
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