+64.2%
IWM vs LITE
+1,167.6%
-1,103.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.3% |
| 7D | -2.0% | -35.9% | +33.9% | +3.1% |
| 30D | -1.5% | -51.5% | +50.1% | +7.2% |
| 3M | -8.0% | -35.7% | +27.7% | -4.5% |
| 6M | -4.1% | -43.0% | +38.9% | -0.4% |
| YTD | +11.9% | +46.1% | -34.2% | -2.7% |
| 1Y | +15.0% | +124.7% | -109.7% | -8.9% |
| 3Y | +64.2% | +1,172.1% | -1,107.9% | -21.4% |
| All | +64.2% | +1,167.6% | -1,103.4% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling