+9.7%
IWF vs LBRT
+99.1%
-89.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +0.5% | +8.7% | -8.2% | 0.0% |
| 30D | -0.4% | +6.6% | -7.0% | -0.9% |
| 3M | -2.6% | -34.5% | +31.9% | -0.8% |
| 6M | +9.1% | -24.5% | +33.6% | +9.9% |
| YTD | +4.5% | +12.7% | -8.2% | +1.8% |
| All | +9.7% | +99.1% | -89.5% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling