+57.3%
LLY vs IWF
-1.6%
+59.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +10.1% | -4.2% | +14.2% | +10.0% |
| 30D | +24.0% | -8.1% | +32.2% | +24.3% |
| 3M | +27.3% | -5.1% | +32.3% | +27.1% |
| 6M | +47.0% | -1.4% | +48.4% | +45.3% |
| YTD | +32.6% | -0.1% | +32.7% | +28.0% |
| 1Y | +57.3% | -1.3% | +58.6% | +52.4% |
| All | +57.3% | -1.6% | +59.0% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling