+261.5%
LUV vs IWF
+713.0%
-451.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.8% |
| 7D | -0.1% | -1.7% | +1.6% | +1.3% |
| 30D | -14.6% | -1.8% | -12.8% | -13.3% |
| 3M | -5.7% | +1.5% | -7.1% | -6.9% |
| 6M | -8.4% | +7.7% | -16.1% | -13.6% |
| YTD | -5.1% | +2.7% | -7.8% | -7.1% |
| 1Y | +26.6% | +6.8% | +19.8% | +19.8% |
| 3Y | +39.7% | +76.9% | -37.2% | -13.7% |
| 5Y | -12.0% | +73.4% | -85.4% | -45.7% |
| 10Y | +17.3% | +416.4% | -399.1% | -71.9% |
| All | +261.5% | +713.0% | -451.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling