+719.9%
IWD vs LUMN
-7.8%
+727.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -0.8% | +2.5% | -3.3% | -1.2% |
| 30D | -0.8% | +10.3% | -11.2% | -2.5% |
| 3M | +6.9% | -18.3% | +25.2% | +9.6% |
| 6M | +18.3% | +4.4% | +13.9% | +15.5% |
| YTD | +22.4% | -10.7% | +33.0% | +20.6% |
| 1Y | +27.4% | +14.0% | +13.5% | +18.4% |
| 3Y | +71.2% | +406.6% | -335.4% | -7.5% |
| 5Y | +75.7% | -36.8% | +112.5% | +58.0% |
| 10Y | +202.3% | -56.2% | +258.5% | +166.5% |
| All | +719.9% | -7.8% | +727.8% | +404.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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