+2,080.1%
LLY vs IWD
+203.0%
+1,877.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.1% |
| 7D | +6.7% | +2.3% | +4.5% | +5.2% |
| 30D | +19.6% | +3.6% | +16.0% | +17.0% |
| 3M | +19.7% | +2.2% | +17.6% | +18.2% |
| 6M | +42.7% | +13.0% | +29.8% | +32.0% |
| YTD | +35.1% | +26.5% | +8.6% | +16.2% |
| 1Y | +42.2% | +30.1% | +12.0% | +20.1% |
| 3Y | +140.8% | +84.9% | +55.9% | +62.9% |
| 5Y | +480.6% | +73.4% | +407.2% | +305.4% |
| All | +2,080.1% | +203.0% | +1,877.1% | +968.8% |
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