+409.4%
IWF vs LPLA
+1,226.8%
-817.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -1.7% | -3.7% | +1.9% | -0.7% |
| 30D | -1.8% | -6.4% | +4.5% | -0.1% |
| 3M | +1.5% | +20.2% | -18.7% | -4.0% |
| 6M | +7.7% | +12.8% | -5.1% | +3.2% |
| YTD | +2.7% | -2.5% | +5.2% | +2.0% |
| 1Y | +6.8% | +1.9% | +4.8% | +4.3% |
| 3Y | +76.9% | +45.0% | +31.9% | +52.9% |
| 5Y | +73.4% | +146.6% | -73.2% | +23.2% |
| All | +409.4% | +1,226.8% | -817.3% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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