+2,824.0%
LLY vs IWD
+726.5%
+2,097.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | -2.1% | -0.3% | -1.9% | -2.0% |
| 30D | -1.6% | +0.6% | -2.2% | -2.0% |
| 3M | +2.3% | +7.2% | -4.9% | -2.5% |
| 6M | +14.9% | +16.2% | -1.3% | +3.8% |
| YTD | +7.5% | +23.3% | -15.9% | -6.8% |
| 1Y | +55.7% | +29.6% | +26.1% | +30.6% |
| 3Y | +110.6% | +70.5% | +40.1% | +46.5% |
| 5Y | +363.4% | +73.5% | +290.0% | +215.2% |
| 10Y | +1,649.0% | +198.3% | +1,450.7% | +699.6% |
| All | +2,824.0% | +726.5% | +2,097.5% | +530.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling