-77.2%
LULU vs IWD
+72.1%
-149.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.6% | -2.5% |
| 7D | -20.4% | -2.3% | -18.1% | -17.7% |
| 30D | -22.9% | -1.8% | -21.1% | -20.7% |
| 3M | -18.5% | +8.0% | -26.6% | -26.5% |
| 6M | -41.8% | +17.0% | -58.8% | -52.8% |
| YTD | -53.4% | +21.3% | -74.7% | -63.9% |
| 1Y | -40.9% | +27.9% | -68.8% | -57.3% |
| 3Y | -75.6% | +70.1% | -145.6% | -88.0% |
| 5Y | -77.2% | +74.2% | -151.4% | -88.8% |
| All | -77.2% | +72.1% | -149.3% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling