+726.5%
IWD vs LII
+5,152.2%
-4,425.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -1.0% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | +0.6% | -12.6% | +13.2% | +4.6% |
| 3M | +7.2% | -24.4% | +31.7% | +15.1% |
| 6M | +16.2% | -28.7% | +44.9% | +26.3% |
| YTD | +23.3% | -19.1% | +42.5% | +28.6% |
| 1Y | +29.6% | -29.7% | +59.3% | +40.3% |
| 3Y | +70.5% | +4.8% | +65.7% | +59.1% |
| 5Y | +73.5% | +24.6% | +48.9% | +50.2% |
| 10Y | +198.3% | +169.2% | +29.1% | +99.2% |
| All | +726.5% | +5,152.2% | -4,425.7% | +158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling