+730.9%
IWF vs GRMN
+6,828.2%
-6,097.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -7.5% | +1.2% | -8.7% | -8.0% |
| 3M | -8.5% | -8.9% | +0.4% | -6.5% |
| 6M | -7.4% | +23.0% | -30.4% | -13.0% |
| YTD | -2.6% | +41.2% | -43.9% | -12.0% |
| 1Y | -1.8% | +47.5% | -49.3% | -12.3% |
| 3Y | +65.5% | +155.8% | -90.3% | +25.6% |
| 5Y | +55.8% | +120.2% | -64.3% | +22.2% |
| 10Y | +384.9% | +629.9% | -245.0% | +188.6% |
| All | +730.9% | +6,828.2% | -6,097.4% | +185.7% |
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