+134.1%
LLY vs IWD
+79.4%
+54.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -1.9% |
| 7D | -0.7% | -0.9% | +0.3% | 0.0% |
| 30D | +17.9% | +2.6% | +15.3% | +15.9% |
| 3M | +16.8% | +1.2% | +15.6% | +15.9% |
| 6M | +38.4% | +12.1% | +26.3% | +27.7% |
| YTD | +27.6% | +24.1% | +3.5% | +9.6% |
| 1Y | +48.3% | +28.5% | +19.8% | +24.5% |
| All | +134.1% | +79.4% | +54.7% | +79.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling