+416.0%
LRCX vs IWF
+73.7%
+342.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.2% |
| 7D | -3.1% | -0.9% | -2.1% | -1.6% |
| 30D | -8.6% | -1.7% | -6.8% | -5.7% |
| 3M | -17.7% | +0.7% | -18.3% | -16.9% |
| 6M | +36.4% | +8.6% | +27.8% | +24.2% |
| YTD | +74.5% | +3.5% | +71.0% | +71.8% |
| 1Y | +159.4% | +7.0% | +152.4% | +145.8% |
| 3Y | +361.6% | +76.3% | +285.2% | +120.2% |
| All | +416.0% | +73.7% | +342.4% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling