+632.8%
LYB vs IWF
+1,000.5%
-367.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.7% |
| 7D | +0.3% | -0.9% | +1.2% | +1.1% |
| 30D | +2.5% | -1.7% | +4.2% | +3.9% |
| 3M | +1.4% | +0.7% | +0.7% | -0.5% |
| 6M | -3.5% | +8.6% | -12.0% | -13.5% |
| YTD | +52.0% | +3.5% | +48.5% | +42.2% |
| 1Y | +22.1% | +7.0% | +15.0% | +10.2% |
| 3Y | -22.8% | +76.3% | -99.1% | -59.4% |
| 5Y | -3.4% | +74.8% | -78.1% | -51.5% |
| 10Y | +47.4% | +420.5% | -373.1% | -83.2% |
| All | +632.8% | +1,000.5% | -367.6% | -69.4% |
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