+550.0%
LNG vs IWF
+422.7%
+127.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -4.7% | -0.9% | -3.8% | -4.2% |
| 30D | +3.8% | -1.7% | +5.5% | +4.6% |
| 3M | +16.2% | +0.7% | +15.5% | +15.0% |
| 6M | +11.7% | +8.6% | +3.1% | +5.6% |
| YTD | +44.2% | +3.5% | +40.7% | +39.6% |
| 1Y | +18.6% | +7.0% | +11.5% | +12.3% |
| 3Y | +77.4% | +76.3% | +1.1% | +23.1% |
| 5Y | +232.3% | +74.8% | +157.5% | +126.7% |
| All | +550.0% | +422.7% | +127.3% | +70.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling