+466.3%
LLY vs IWD
+73.2%
+393.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.9% |
| 3M | +16.4% | +2.0% | +14.4% | +15.1% |
| 6M | +51.5% | +13.1% | +38.4% | +40.2% |
| YTD | +33.9% | +26.2% | +7.7% | +15.7% |
| 1Y | +49.1% | +29.6% | +19.5% | +26.8% |
| 3Y | +144.6% | +84.3% | +60.3% | +69.7% |
| 5Y | +466.3% | +73.4% | +392.9% | +303.4% |
| All | +466.3% | +73.2% | +393.1% | +303.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling