-75.1%
LULU vs IWF
+76.9%
-152.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.5% |
| 7D | -1.6% | -0.9% | -0.7% | -0.9% |
| 30D | -18.1% | -1.7% | -16.4% | -17.0% |
| 3M | -18.8% | +0.7% | -19.4% | -19.8% |
| 6M | -39.2% | +8.6% | -47.8% | -43.6% |
| YTD | -52.4% | +3.5% | -55.9% | -54.0% |
| 1Y | -40.3% | +7.0% | -47.3% | -44.0% |
| 3Y | -75.1% | +76.3% | -151.4% | -85.0% |
| All | -75.1% | +76.9% | -152.0% | -85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling