+76.4%
IWF vs GTLB
-49.8%
+126.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | -1.7% | -4.1% | +2.4% | -1.1% |
| 30D | -1.8% | +12.3% | -14.2% | -3.8% |
| 3M | +1.5% | +65.9% | -64.5% | -6.6% |
| 6M | +7.7% | +104.0% | -96.3% | -4.8% |
| YTD | +2.7% | +26.0% | -23.3% | -2.7% |
| 1Y | +6.8% | -3.5% | +10.2% | +4.9% |
| 3Y | +76.9% | -9.6% | +86.5% | +68.8% |
| All | +76.4% | -49.8% | +126.2% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling