+165.3%
IWM vs LITE
+3,269.6%
-3,104.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.9% | +9.4% | +2.9% |
| 7D | +1.0% | -31.4% | +32.4% | +7.2% |
| 30D | +0.2% | -42.6% | +42.8% | +9.2% |
| 3M | -5.6% | -26.2% | +20.6% | -2.8% |
| 6M | +2.7% | -35.8% | +38.5% | +6.0% |
| YTD | +16.2% | +70.0% | -53.9% | -4.0% |
| 1Y | +18.9% | +232.7% | -213.8% | -16.0% |
| 3Y | +68.3% | +1,365.7% | -1,297.5% | -19.0% |
| 5Y | +26.7% | +609.5% | -582.8% | -30.6% |
| 10Y | +178.1% | +1,721.9% | -1,543.8% | +29.7% |
| All | +165.3% | +3,269.6% | -3,104.3% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling