+20.0%
IWM vs LITE
+477.4%
-457.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.1% |
| 7D | -2.0% | -35.9% | +33.9% | +4.4% |
| 30D | -1.5% | -51.5% | +50.1% | +9.3% |
| 3M | -8.0% | -35.7% | +27.7% | -3.7% |
| 6M | -4.1% | -43.0% | +38.9% | +0.4% |
| YTD | +11.9% | +46.1% | -34.2% | -6.0% |
| 1Y | +15.0% | +124.7% | -109.7% | -13.6% |
| 3Y | +64.2% | +1,172.1% | -1,107.9% | -28.4% |
| All | +20.0% | +477.4% | -457.4% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling