+814.0%
IWF vs GWRE
+736.4%
+77.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | -1.7% | -30.9% | +29.2% | +7.0% |
| 30D | -1.8% | -20.7% | +18.9% | +2.8% |
| 3M | +1.5% | +20.2% | -18.7% | -5.9% |
| 6M | +7.7% | -11.9% | +19.6% | +6.9% |
| YTD | +2.7% | -30.3% | +33.0% | +8.0% |
| 1Y | +6.8% | -44.6% | +51.4% | +19.6% |
| 3Y | +76.9% | +48.8% | +28.1% | +42.5% |
| 5Y | +73.4% | +14.8% | +58.6% | +46.4% |
| 10Y | +416.4% | +128.1% | +288.3% | +266.0% |
| All | +814.0% | +736.4% | +77.6% | +468.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling