+75.1%
IWF vs GWRE
+15.1%
+60.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -13.2% | +12.3% | +2.2% |
| 30D | -1.7% | -18.6% | +16.9% | +1.8% |
| 3M | +0.7% | +18.9% | -18.2% | -6.4% |
| 6M | +8.6% | -11.0% | +19.5% | +7.6% |
| YTD | +3.5% | -29.9% | +33.4% | +9.8% |
| 1Y | +7.0% | -44.3% | +51.4% | +22.0% |
| 3Y | +76.3% | +51.7% | +24.7% | +30.0% |
| All | +75.1% | +15.1% | +60.0% | +44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling