+72.0%
IWF vs LTH
+186.8%
-114.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -8.3% | +17.7% | -26.0% | -11.5% |
| 3M | -5.6% | +8.5% | -14.0% | -7.4% |
| 6M | -5.4% | +46.9% | -52.4% | -13.6% |
| YTD | -1.2% | +78.8% | -80.0% | -14.2% |
| 1Y | -2.7% | +84.9% | -87.6% | -16.2% |
| 3Y | +67.8% | +246.4% | -178.6% | +23.1% |
| 5Y | +60.1% | +129.6% | -69.5% | +13.9% |
| All | +72.0% | +186.8% | -114.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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