+195.5%
IWD vs LH
+179.1%
+16.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +1.4% |
| 7D | -2.3% | -7.4% | +5.1% | +0.6% |
| 30D | -1.8% | -4.6% | +2.8% | -0.1% |
| 3M | +8.0% | +14.5% | -6.5% | +2.1% |
| 6M | +17.0% | +14.8% | +2.2% | +10.3% |
| YTD | +21.3% | +23.3% | -2.0% | +10.8% |
| 1Y | +27.9% | +13.6% | +14.3% | +20.4% |
| 3Y | +70.1% | +56.3% | +13.7% | +38.5% |
| 5Y | +74.2% | +25.2% | +49.0% | +52.6% |
| All | +195.5% | +179.1% | +16.4% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling