-1.3%
IWF vs LDOS
-27.6%
+26.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -4.2% | -2.8% | -1.3% | -4.1% |
| 30D | -8.1% | +13.6% | -21.7% | -8.7% |
| 3M | -5.1% | +4.2% | -9.3% | -5.2% |
| 6M | -1.4% | -8.2% | +6.8% | -0.7% |
| YTD | -0.1% | -24.1% | +24.0% | +1.5% |
| 1Y | -1.3% | -31.2% | +30.0% | +2.8% |
| All | -1.3% | -27.6% | +26.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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