+50.0%
LULU vs IWD
+203.8%
-153.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.2% |
| 7D | -1.6% | -0.8% | -0.8% | -0.8% |
| 30D | -18.1% | -0.8% | -17.3% | -17.2% |
| 3M | -18.8% | +6.9% | -25.7% | -24.2% |
| 6M | -39.2% | +18.3% | -57.5% | -48.9% |
| YTD | -52.4% | +22.4% | -74.7% | -61.3% |
| 1Y | -40.3% | +27.4% | -67.7% | -53.4% |
| 3Y | -75.1% | +71.2% | -146.3% | -85.5% |
| 5Y | -76.7% | +75.7% | -152.5% | -86.5% |
| All | +50.0% | +203.8% | -153.8% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling