+65.5%
IWF vs LII
-8.2%
+73.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.4% |
| 7D | +2.8% | +2.9% | -0.1% | +2.2% |
| 30D | -7.5% | +0.9% | -8.5% | -8.1% |
| 3M | -8.5% | -15.5% | +7.0% | -5.2% |
| 6M | -7.4% | -30.2% | +22.8% | -0.8% |
| YTD | -2.6% | -26.8% | +24.2% | +1.9% |
| 1Y | -1.8% | -25.3% | +23.4% | +1.9% |
| 3Y | +65.5% | -7.8% | +73.2% | +64.2% |
| All | +65.5% | -8.2% | +73.6% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling