+73.8%
IWF vs LII
+25.8%
+48.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +1.5% | +2.1% | -0.6% | +0.8% |
| 30D | -1.3% | -12.4% | +11.1% | +3.0% |
| 3M | +0.1% | -24.8% | +24.9% | +8.3% |
| 6M | +10.3% | -25.2% | +35.4% | +18.7% |
| YTD | +4.2% | -20.3% | +24.4% | +8.7% |
| 1Y | +9.3% | -32.9% | +42.3% | +21.4% |
| 3Y | +79.3% | +2.0% | +77.3% | +58.7% |
| 5Y | +73.8% | +24.4% | +49.3% | +31.1% |
| All | +73.8% | +25.8% | +48.0% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling