+205.1%
IWD vs LII
+162.0%
+43.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +2.7% | -4.6% | +7.3% | +3.8% |
| 3M | +0.9% | -21.2% | +22.1% | +8.2% |
| 6M | +10.5% | -36.4% | +47.0% | +25.2% |
| YTD | +23.7% | -28.9% | +52.6% | +33.6% |
| 1Y | +28.7% | -29.5% | +58.3% | +39.3% |
| 3Y | +79.7% | -8.6% | +88.3% | +69.7% |
| 5Y | +69.7% | +20.2% | +49.5% | +39.7% |
| All | +205.1% | +162.0% | +43.1% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling