+637.1%
LULU vs IWD
+365.2%
+271.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +3.5% |
| 7D | -12.6% | -0.2% | -12.4% | -12.3% |
| 30D | -19.7% | -0.8% | -19.0% | -18.8% |
| 3M | -12.2% | +8.0% | -20.3% | -19.6% |
| 6M | -39.3% | +18.2% | -57.5% | -49.9% |
| YTD | -50.3% | +22.3% | -72.7% | -60.5% |
| 1Y | -38.6% | +28.9% | -67.5% | -53.9% |
| 3Y | -74.0% | +71.5% | -145.5% | -85.9% |
| 5Y | -72.9% | +73.6% | -146.5% | -85.2% |
| 10Y | +56.2% | +194.7% | -138.5% | -55.4% |
| All | +637.1% | +365.2% | +271.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling