+143.7%
LLY vs IWD
+84.1%
+59.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +2.9% |
| 7D | +0.1% | +1.3% | -1.2% | -0.8% |
| 30D | +19.7% | +3.6% | +16.2% | +17.0% |
| 3M | +19.3% | +2.3% | +16.9% | +17.5% |
| 6M | +49.3% | +13.0% | +36.3% | +37.1% |
| YTD | +32.0% | +26.2% | +5.8% | +12.3% |
| 1Y | +53.7% | +30.5% | +23.2% | +27.8% |
| 3Y | +143.7% | +86.2% | +57.5% | +91.8% |
| All | +143.7% | +84.1% | +59.7% | +91.8% |
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 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