+2,006.3%
LLY vs IWD
+212.1%
+1,794.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.0% |
| 7D | +0.1% | +1.3% | -1.2% | -0.7% |
| 30D | +19.7% | +3.6% | +16.2% | +17.2% |
| 3M | +19.3% | +2.3% | +16.9% | +17.6% |
| 6M | +49.3% | +13.0% | +36.3% | +38.0% |
| YTD | +32.0% | +26.2% | +5.8% | +13.8% |
| 1Y | +53.7% | +30.5% | +23.2% | +29.7% |
| 3Y | +143.7% | +86.2% | +57.5% | +64.1% |
| 5Y | +463.9% | +72.9% | +391.0% | +294.5% |
| 10Y | +2,006.3% | +205.0% | +1,801.3% | +928.8% |
| All | +2,006.3% | +212.1% | +1,794.3% | +928.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling