+10.1%
IWF vs GWRE
-25.4%
+35.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -19.9% | +19.9% | +0.8% |
| 7D | +0.5% | -21.1% | +21.6% | +1.4% |
| 30D | -0.4% | +1.3% | -1.7% | -0.7% |
| 3M | -2.6% | +7.4% | -10.1% | -3.2% |
| 6M | +9.1% | +5.6% | +3.5% | +8.3% |
| YTD | +4.5% | -19.2% | +23.7% | +4.9% |
| 1Y | +10.1% | -25.1% | +35.2% | +11.2% |
| All | +10.1% | -25.4% | +35.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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