+1,370.5%
LITE vs IGV
+42.3%
+1,328.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.6% | +8.1% | +8.4% |
| 7D | -12.9% | -0.4% | -12.5% | -11.9% |
| 30D | -46.0% | -9.9% | -36.0% | -40.2% |
| 3M | -33.0% | -1.2% | -31.8% | -32.7% |
| 6M | -34.0% | +11.3% | -45.4% | -41.8% |
| YTD | +61.7% | -4.0% | +65.7% | +70.4% |
| 1Y | +148.3% | -7.3% | +155.6% | +179.0% |
| All | +1,370.5% | +42.3% | +1,328.3% | +917.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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