+19,235.1%
LNG vs IWF
+720.7%
+18,514.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.3% |
| 7D | -6.7% | +0.5% | -7.3% | -7.2% |
| 30D | +3.9% | -1.4% | +5.2% | +4.8% |
| 3M | +15.5% | +0.4% | +15.1% | +13.7% |
| 6M | +10.5% | +8.5% | +2.1% | +0.7% |
| YTD | +43.0% | +3.7% | +39.3% | +34.8% |
| 1Y | +18.9% | +8.5% | +10.4% | +7.2% |
| 3Y | +74.7% | +78.5% | -3.9% | -2.2% |
| 5Y | +231.2% | +73.6% | +157.6% | +80.5% |
| 10Y | +544.5% | +421.3% | +123.2% | +11.3% |
| All | +19,235.1% | +720.7% | +18,514.5% | +1,311.7% |
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