-51.2%
LULU vs IWF
+10.9%
-62.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | 0.0% | -17.4% | -17.4% |
| 7D | -16.7% | +0.5% | -17.3% | -17.0% |
| 30D | -18.5% | -0.4% | -18.2% | -18.4% |
| 3M | -19.5% | -2.6% | -16.8% | -17.1% |
| 6M | -41.9% | +9.1% | -51.1% | -46.8% |
| YTD | -51.6% | +4.5% | -56.1% | -54.0% |
| 1Y | -51.2% | +10.1% | -61.3% | -58.0% |
| All | -51.2% | +10.9% | -62.1% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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