+671.1%
IWF vs LNT
+1,433.1%
-762.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +2.8% | +1.0% | +1.8% | +2.4% |
| 30D | -7.5% | +9.6% | -17.1% | -11.0% |
| 3M | -8.5% | +5.4% | -13.9% | -10.6% |
| 6M | -7.4% | +3.1% | -10.5% | -9.2% |
| YTD | -2.6% | +16.5% | -19.1% | -9.4% |
| 1Y | -1.8% | +12.3% | -14.2% | -7.4% |
| 3Y | +65.5% | +70.3% | -4.9% | +28.9% |
| 5Y | +55.8% | +56.4% | -0.6% | +23.9% |
| 10Y | +384.9% | +184.3% | +200.6% | +187.0% |
| All | +671.1% | +1,433.1% | -762.0% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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