-1.3%
IWF vs GTLB
+6.1%
-7.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.2% | -9.7% | +5.5% | -3.4% |
| 30D | -8.1% | +1.7% | -9.8% | -8.3% |
| 3M | -5.1% | +43.6% | -48.6% | -7.8% |
| 6M | -1.4% | +113.0% | -114.4% | -7.5% |
| YTD | -0.1% | +39.5% | -39.6% | -3.2% |
| 1Y | -1.3% | +12.6% | -13.9% | -2.9% |
| All | -1.3% | +6.1% | -7.4% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling