+270.2%
LUV vs IWD
+726.5%
-456.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | -18.4% | +0.6% | -19.0% | -18.9% |
| 3M | -3.2% | +7.2% | -10.4% | -9.9% |
| 6M | -14.8% | +16.2% | -31.0% | -26.7% |
| YTD | -2.9% | +23.3% | -26.2% | -21.4% |
| 1Y | +29.6% | +29.6% | 0.0% | -0.1% |
| 3Y | +35.2% | +70.5% | -35.3% | -19.9% |
| 5Y | -11.7% | +73.5% | -85.1% | -48.1% |
| 10Y | +21.6% | +198.3% | -176.7% | -56.6% |
| All | +270.2% | +726.5% | -456.3% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling