+1,568.0%
LITE vs IBB
+127.7%
+1,440.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.5% | -1.7% |
| 7D | +22.6% | +1.6% | +20.9% | +21.2% |
| 30D | -36.8% | +6.7% | -43.5% | -39.6% |
| 3M | -33.0% | +6.3% | -39.3% | -36.8% |
| 6M | -37.1% | +23.9% | -61.0% | -49.0% |
| YTD | +69.5% | +26.6% | +42.9% | +35.0% |
| 1Y | +146.1% | +29.6% | +116.5% | +92.9% |
| 3Y | +1,440.8% | +86.1% | +1,354.8% | +783.7% |
| 5Y | +580.4% | +40.3% | +540.1% | +392.2% |
| All | +1,568.0% | +127.7% | +1,440.2% | +663.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling