+73.4%
IWF vs GWW
+219.8%
-146.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | -1.7% | -3.1% | +1.4% | -0.5% |
| 30D | -1.8% | -2.3% | +0.5% | -1.0% |
| 3M | +1.5% | -3.3% | +4.8% | +2.3% |
| 6M | +7.7% | +15.4% | -7.7% | +0.8% |
| YTD | +2.7% | +26.7% | -24.0% | -8.0% |
| 1Y | +6.8% | +29.0% | -22.2% | -5.3% |
| 3Y | +76.9% | +89.0% | -12.1% | +29.4% |
| 5Y | +73.4% | +221.8% | -148.4% | -3.2% |
| All | +73.4% | +219.8% | -146.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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