+81.3%
IWF vs LTH
+156.3%
-75.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.1% |
| 7D | +1.5% | +1.5% | 0.0% | +1.1% |
| 30D | -1.3% | -3.1% | +1.8% | -0.7% |
| 3M | +0.1% | +28.1% | -28.0% | -5.5% |
| 6M | +10.3% | +67.4% | -57.1% | -2.6% |
| YTD | +4.2% | +59.8% | -55.6% | -7.2% |
| 1Y | +9.3% | +45.6% | -36.3% | -0.8% |
| 3Y | +79.3% | +162.0% | -82.7% | +39.5% |
| All | +81.3% | +156.3% | -75.0% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling