-40.3%
LULU vs IWD
+28.9%
-69.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -0.4% |
| 30D | -18.1% | -0.8% | -17.3% | -16.7% |
| 3M | -18.8% | +6.9% | -25.7% | -26.1% |
| 6M | -39.2% | +18.3% | -57.5% | -53.2% |
| YTD | -52.4% | +22.4% | -74.7% | -65.2% |
| 1Y | -40.3% | +27.4% | -67.7% | -59.8% |
| All | -40.3% | +28.9% | -69.2% | -59.8% |
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