+2,024.1%
LLY vs IWD
+203.8%
+1,820.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | +1.6% | +0.1% | +0.7% |
| 30D | +21.5% | +3.6% | +17.9% | +18.8% |
| 3M | +16.4% | +2.0% | +14.4% | +15.0% |
| 6M | +51.5% | +13.1% | +38.4% | +40.0% |
| YTD | +33.9% | +26.2% | +7.7% | +15.4% |
| 1Y | +49.1% | +29.6% | +19.5% | +26.3% |
| 3Y | +144.6% | +84.3% | +60.3% | +65.8% |
| 5Y | +466.3% | +73.4% | +392.9% | +295.4% |
| 10Y | +2,024.1% | +202.4% | +1,821.7% | +949.0% |
| All | +2,024.1% | +203.8% | +1,820.4% | +949.0% |
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