+544.5%
LNG vs IWD
+195.0%
+349.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.5% |
| 7D | -6.7% | -1.2% | -5.6% | -5.8% |
| 30D | +3.9% | -1.6% | +5.5% | +5.3% |
| 3M | +15.5% | +7.0% | +8.5% | +8.5% |
| 6M | +10.5% | +17.0% | -6.5% | -4.5% |
| YTD | +43.0% | +21.6% | +21.3% | +19.1% |
| 1Y | +18.9% | +28.0% | -9.1% | -5.6% |
| 3Y | +74.7% | +70.6% | +4.1% | +6.1% |
| 5Y | +231.2% | +73.3% | +157.9% | +96.9% |
| 10Y | +544.5% | +200.5% | +344.0% | +107.0% |
| All | +544.5% | +195.0% | +349.5% | +107.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling