+84.3%
IWD vs LII
-8.4%
+92.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +3.6% | -2.4% | +6.0% | +3.9% |
| 3M | +2.0% | -17.5% | +19.5% | +5.9% |
| 6M | +13.1% | -32.8% | +45.9% | +21.3% |
| YTD | +26.2% | -27.7% | +53.9% | +32.1% |
| 1Y | +29.6% | -28.1% | +57.6% | +35.7% |
| 3Y | +84.3% | -9.7% | +94.0% | +78.2% |
| All | +84.3% | -8.4% | +92.7% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling