+2,824.0%
LLY vs IWF
+727.1%
+2,096.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.5% | -2.7% | -2.5% |
| 30D | -1.6% | -0.4% | -1.2% | -1.5% |
| 3M | +2.3% | -2.6% | +4.9% | +3.1% |
| 6M | +14.9% | +9.1% | +5.7% | +8.4% |
| YTD | +7.5% | +4.5% | +3.0% | +3.8% |
| 1Y | +55.7% | +10.1% | +45.6% | +45.6% |
| 3Y | +110.6% | +77.6% | +33.0% | +48.2% |
| 5Y | +363.4% | +73.7% | +289.7% | +221.7% |
| 10Y | +1,649.0% | +411.5% | +1,237.4% | +520.1% |
| All | +2,824.0% | +727.1% | +2,096.9% | +443.8% |
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