+17.5%
LUV vs IWD
+203.8%
-186.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.3% |
| 7D | -1.0% | -0.8% | -0.2% | +0.1% |
| 30D | -12.4% | -0.8% | -11.5% | -11.4% |
| 3M | -11.0% | +6.9% | -17.9% | -18.1% |
| 6M | -5.0% | +18.3% | -23.3% | -22.6% |
| YTD | -3.8% | +22.4% | -26.1% | -24.6% |
| 1Y | +25.9% | +27.4% | -1.5% | -5.9% |
| 3Y | +42.2% | +71.2% | -28.9% | -24.3% |
| 5Y | -10.8% | +75.7% | -86.5% | -53.6% |
| All | +17.5% | +203.8% | -186.3% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling