+6.2%
IWF vs GTLB
-3.6%
+9.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -1.7% | -4.1% | +2.4% | -1.4% |
| 30D | -1.8% | +12.3% | -14.2% | -2.8% |
| 3M | +1.5% | +65.9% | -64.5% | -2.8% |
| 6M | +7.7% | +104.0% | -96.3% | +0.9% |
| YTD | +2.7% | +26.0% | -23.3% | +0.3% |
| All | +6.2% | -3.6% | +9.8% | +7.2% |
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