+25.9%
LUV vs IWF
+7.1%
+18.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +0.7% |
| 7D | -1.0% | -0.9% | 0.0% | -0.2% |
| 30D | -12.4% | -1.7% | -10.6% | -11.0% |
| 3M | -11.0% | +0.7% | -11.7% | -11.7% |
| 6M | -5.0% | +8.6% | -13.5% | -12.5% |
| YTD | -3.8% | +3.5% | -7.3% | -10.1% |
| 1Y | +25.9% | +7.0% | +18.9% | +17.9% |
| All | +25.9% | +7.1% | +18.9% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling