+64.0%
IWF vs LDOS
+37.8%
+26.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.9% | +1.9% | -4.8% | -3.1% |
| 30D | -10.9% | +12.8% | -23.6% | -12.2% |
| 3M | -8.1% | -1.0% | -7.1% | -8.0% |
| 6M | -7.5% | +6.2% | -13.7% | -8.4% |
| YTD | -3.4% | -23.2% | +19.8% | +0.2% |
| 1Y | -5.0% | -29.5% | +24.5% | +0.1% |
| 3Y | +64.0% | +37.1% | +27.0% | +58.6% |
| All | +64.0% | +37.8% | +26.2% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling