+79.3%
IWF vs LCID
-92.3%
+171.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +1.5% | +1.8% | -0.3% | +1.4% |
| 30D | -1.3% | -34.2% | +33.0% | +1.3% |
| 3M | +0.1% | -9.1% | +9.2% | -0.4% |
| 6M | +10.3% | -52.6% | +62.9% | +14.3% |
| YTD | +4.2% | -56.2% | +60.3% | +8.2% |
| 1Y | +9.3% | -74.9% | +84.2% | +17.4% |
| 3Y | +79.3% | -92.1% | +171.4% | +102.1% |
| All | +79.3% | -92.3% | +171.6% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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