+73.4%
IWD vs LII
+19.4%
+54.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.8% |
| 6M | +13.1% | -32.8% | +45.9% | +23.4% |
| YTD | +26.2% | -27.7% | +53.9% | +33.8% |
| 1Y | +29.6% | -28.1% | +57.6% | +37.4% |
| 3Y | +84.3% | -9.7% | +94.0% | +75.1% |
| 5Y | +73.4% | +19.5% | +53.9% | +41.6% |
| All | +73.4% | +19.4% | +54.1% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling