+791.7%
IWF vs GRMN
+6,655.2%
-5,863.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.3% |
| 30D | -0.4% | -8.4% | +8.0% | +1.8% |
| 3M | -2.6% | +15.0% | -17.6% | -6.6% |
| 6M | +9.1% | +11.2% | -2.1% | +5.4% |
| YTD | +4.5% | +37.7% | -33.2% | -4.7% |
| 1Y | +10.1% | +18.5% | -8.4% | +4.0% |
| 3Y | +77.6% | +175.8% | -98.2% | +32.4% |
| 5Y | +73.7% | +75.1% | -1.4% | +44.0% |
| 10Y | +411.5% | +637.0% | -225.5% | +204.8% |
| All | +791.7% | +6,655.2% | -5,863.5% | +209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling