-51.2%
LULU vs IWD
+30.5%
-81.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.7% | -16.7% | -16.3% |
| 7D | -16.7% | -0.3% | -16.4% | -16.1% |
| 30D | -18.5% | +0.6% | -19.1% | -18.9% |
| 3M | -19.5% | +7.2% | -26.7% | -27.2% |
| 6M | -41.9% | +16.2% | -58.1% | -54.2% |
| YTD | -51.6% | +23.3% | -74.9% | -65.6% |
| 1Y | -51.2% | +29.6% | -80.7% | -69.8% |
| All | -51.2% | +30.5% | -81.6% | -69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling