+73.6%
IWF vs LPLA
+145.5%
-71.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.5% | -1.5% | +2.1% | +0.9% |
| 30D | -1.4% | -6.0% | +4.6% | +0.1% |
| 3M | +0.4% | +21.4% | -20.9% | -4.7% |
| 6M | +8.5% | +12.1% | -3.6% | +4.6% |
| YTD | +3.7% | -1.8% | +5.5% | +3.0% |
| 1Y | +8.5% | +3.2% | +5.3% | +5.9% |
| 3Y | +78.5% | +45.9% | +32.6% | +56.6% |
| 5Y | +73.6% | +144.7% | -71.0% | +18.3% |
| All | +73.6% | +145.5% | -71.9% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling