+40.2%
LUV vs IWD
+69.9%
-29.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.0% |
| 7D | +0.7% | -1.2% | +1.8% | +2.6% |
| 30D | -13.4% | -1.6% | -11.8% | -11.0% |
| 3M | -9.6% | +7.0% | -16.6% | -19.0% |
| 6M | -8.9% | +17.0% | -25.9% | -29.2% |
| YTD | -5.2% | +21.6% | -26.8% | -30.4% |
| 1Y | +27.0% | +28.0% | -1.0% | -13.7% |
| All | +40.2% | +69.9% | -29.7% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling