+29.6%
LUV vs IWD
+30.5%
-0.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.7% |
| 7D | +0.4% | -0.3% | +0.7% | +1.0% |
| 30D | -18.4% | +0.6% | -19.0% | -19.4% |
| 3M | -3.2% | +7.2% | -10.4% | -16.1% |
| 6M | -14.8% | +16.2% | -31.0% | -37.9% |
| YTD | -2.9% | +23.3% | -26.2% | -36.2% |
| 1Y | +29.6% | +29.6% | 0.0% | -22.8% |
| All | +29.6% | +30.5% | -0.9% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling