+3,371.9%
LLY vs IWD
+731.9%
+2,639.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.1% | -2.0% |
| 7D | -0.7% | -0.9% | +0.3% | -0.1% |
| 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% | +28.0% |
| YTD | +27.6% | +24.1% | +3.5% | +10.2% |
| 1Y | +48.3% | +28.5% | +19.8% | +25.2% |
| 3Y | +145.4% | +79.5% | +65.9% | +64.9% |
| 5Y | +438.9% | +70.3% | +368.6% | +271.4% |
| 10Y | +2,101.6% | +212.5% | +1,889.1% | +875.2% |
| All | +3,371.9% | +731.9% | +2,639.9% | +646.0% |
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 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