+15.0%
IWM vs LITE
+121.0%
-106.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.6% |
| 7D | -2.0% | -35.9% | +33.9% | +1.0% |
| 30D | -1.5% | -51.5% | +50.1% | +3.5% |
| 3M | -8.0% | -35.7% | +27.7% | -5.9% |
| 6M | -4.1% | -43.0% | +38.9% | -1.8% |
| YTD | +11.9% | +46.1% | -34.2% | +5.8% |
| 1Y | +15.0% | +124.7% | -109.7% | +2.3% |
| All | +15.0% | +121.0% | -106.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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