+940.0%
IWF vs LDOS
+495.0%
+444.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | -5.0% | -7.2% | +2.2% | -2.8% |
| 30D | -13.2% | +16.8% | -30.1% | -17.8% |
| 3M | -9.4% | -1.6% | -7.8% | -9.6% |
| 6M | -8.6% | -1.0% | -7.6% | -9.6% |
| YTD | -5.3% | -25.8% | +20.5% | +2.1% |
| 1Y | -5.0% | -31.1% | +26.1% | +5.1% |
| 3Y | +64.6% | +32.8% | +31.8% | +40.3% |
| 5Y | +50.8% | +49.4% | +1.4% | +20.6% |
| 10Y | +385.7% | +253.9% | +131.8% | +175.7% |
| All | +940.0% | +495.0% | +444.9% | +350.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling