+50.7%
LLY vs IWF
+8.6%
+42.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | -8.6% | -1.4% | -7.2% | -8.5% |
| 3M | -1.6% | +0.4% | -2.1% | -1.6% |
| 6M | +11.8% | +8.5% | +3.4% | +7.4% |
| YTD | +5.1% | +3.7% | +1.4% | +2.1% |
| 1Y | +50.7% | +8.5% | +42.2% | +39.3% |
| All | +50.7% | +8.6% | +42.1% | +39.3% |
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