+3,344.6%
LLY vs IWD
+728.9%
+2,615.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -4.5% | -0.5% | -4.0% | -4.2% |
| 30D | +13.9% | +2.7% | +11.2% | +12.0% |
| 3M | +13.8% | +0.9% | +12.9% | +13.2% |
| 6M | +37.6% | +10.5% | +27.1% | +28.5% |
| YTD | +26.6% | +23.7% | +2.9% | +9.6% |
| 1Y | +45.3% | +28.7% | +16.6% | +22.6% |
| 3Y | +132.2% | +79.7% | +52.5% | +56.0% |
| 5Y | +434.7% | +69.7% | +365.0% | +269.4% |
| 10Y | +2,084.3% | +211.4% | +1,872.9% | +869.9% |
| All | +3,344.6% | +728.9% | +2,615.6% | +642.0% |
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