+383.3%
IWF vs LII
+170.7%
+212.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.2% |
| 7D | -1.0% | -1.2% | +0.1% | -0.6% |
| 30D | -10.1% | -2.0% | -8.1% | -10.0% |
| 3M | -7.6% | -20.2% | +12.6% | -0.7% |
| 6M | -6.7% | -32.5% | +25.8% | +4.7% |
| YTD | -2.5% | -27.4% | +24.8% | +5.1% |
| 1Y | -2.1% | -28.2% | +26.1% | +5.9% |
| 3Y | +68.6% | -7.2% | +75.9% | +57.7% |
| 5Y | +55.8% | +19.9% | +35.9% | +26.0% |
| 10Y | +383.3% | +168.6% | +214.6% | +193.3% |
| All | +383.3% | +170.7% | +212.5% | +193.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling