+727.5%
IWF vs LII
+5,152.2%
-4,424.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +0.5% | -0.7% | +1.3% | +0.7% |
| 30D | -0.4% | -12.6% | +12.2% | +3.7% |
| 3M | -2.6% | -24.4% | +21.8% | +4.9% |
| 6M | +9.1% | -28.7% | +37.9% | +18.9% |
| YTD | +4.5% | -19.1% | +23.6% | +8.9% |
| 1Y | +10.1% | -29.7% | +39.8% | +19.4% |
| 3Y | +77.6% | +4.8% | +72.9% | +66.1% |
| 5Y | +73.7% | +24.6% | +49.2% | +51.3% |
| 10Y | +411.5% | +169.2% | +242.3% | +243.9% |
| All | +727.5% | +5,152.2% | -4,424.6% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling