+1,047.4%
IWF vs LDOS
+494.7%
+552.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +0.5% | -5.4% | +5.9% | +2.4% |
| 30D | -0.4% | +4.9% | -5.3% | -2.2% |
| 3M | -2.6% | +7.2% | -9.8% | -5.6% |
| 6M | +9.1% | -24.2% | +33.4% | +18.5% |
| YTD | +4.5% | -25.8% | +30.3% | +13.3% |
| 1Y | +10.1% | -24.7% | +34.8% | +18.5% |
| 3Y | +77.6% | +39.3% | +38.4% | +49.3% |
| 5Y | +73.7% | +43.3% | +30.4% | +41.6% |
| 10Y | +411.5% | +278.6% | +133.0% | +184.5% |
| All | +1,047.4% | +494.7% | +552.7% | +399.7% |
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