-41.8%
LULU vs IWF
+7.5%
-49.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.2% |
| 7D | -20.4% | -1.7% | -18.7% | -19.5% |
| 30D | -22.9% | -1.8% | -21.0% | -22.1% |
| 3M | -18.5% | +1.5% | -20.0% | -20.7% |
| 6M | -41.8% | +7.7% | -49.5% | -46.4% |
| All | -41.8% | +7.5% | -49.3% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling