+205.0%
IWD vs LII
+170.7%
+34.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.3% |
| 7D | +1.3% | -1.2% | +2.4% | +1.6% |
| 30D | +3.6% | -2.0% | +5.5% | +3.8% |
| 3M | +2.3% | -20.2% | +22.6% | +9.3% |
| 6M | +13.0% | -32.5% | +45.6% | +25.6% |
| YTD | +26.2% | -27.4% | +53.6% | +35.4% |
| 1Y | +30.5% | -28.2% | +58.6% | +40.4% |
| 3Y | +86.2% | -7.2% | +93.4% | +75.2% |
| 5Y | +72.9% | +19.9% | +53.0% | +42.7% |
| 10Y | +205.0% | +168.6% | +36.4% | +92.6% |
| All | +205.0% | +170.7% | +34.3% | +92.6% |
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