+3,543.8%
LLY vs IWF
+664.8%
+2,878.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | +1.6% | -2.9% | +4.5% | +3.3% |
| 30D | +21.5% | -10.9% | +32.3% | +29.0% |
| 3M | +16.4% | -8.1% | +24.5% | +21.4% |
| 6M | +51.5% | -7.5% | +59.0% | +56.4% |
| YTD | +33.9% | -3.4% | +37.3% | +34.5% |
| 1Y | +49.1% | -5.0% | +54.1% | +51.0% |
| 3Y | +144.6% | +64.0% | +80.6% | +79.0% |
| 5Y | +466.3% | +56.8% | +409.6% | +315.0% |
| 10Y | +2,024.1% | +381.2% | +1,643.0% | +675.0% |
| All | +3,543.8% | +664.8% | +2,878.9% | +604.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling