+42.8%
LRCX vs IWF
-1.6%
+44.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.9% |
| 7D | -12.8% | -4.2% | -8.6% | -3.6% |
| 30D | -36.0% | -8.1% | -27.8% | -21.3% |
| 3M | -30.2% | -5.1% | -25.2% | -20.2% |
| 6M | -14.2% | -1.4% | -12.8% | -7.9% |
| YTD | +29.7% | -0.1% | +29.8% | +39.6% |
| 1Y | +42.8% | -1.3% | +44.1% | +58.6% |
| All | +42.8% | -1.6% | +44.4% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling