+57.3%
LLY vs IWD
+33.0%
+24.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.3% |
| 7D | +10.1% | +2.5% | +7.5% | +8.0% |
| 30D | +24.0% | +6.0% | +18.1% | +18.9% |
| 3M | +27.3% | +3.8% | +23.5% | +24.0% |
| 6M | +47.0% | +16.3% | +30.6% | +30.1% |
| YTD | +32.6% | +27.5% | +5.1% | +9.3% |
| 1Y | +57.3% | +32.8% | +24.5% | +25.8% |
| All | +57.3% | +33.0% | +24.3% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling