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  • LITE vs IJR✓SelectedUSD · IJRLITE vs IJR performance historyLatest closeAs of+1.07%09/09
Stock and ETF performance explorer

LITE vs IJR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,614.7%
IJR return
+165.8%
Excess return
+2,449.0%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIJRExcessAlpha
1D+1.1%-1.1%+2.1%+2.3%
7D+13.6%-1.1%+14.7%+14.9%
30D+21.6%-3.6%+25.2%+26.8%
3M+20.3%+2.3%+18.0%+18.2%
6M+54.4%+14.3%+40.0%+34.8%
YTD+168.3%+19.3%+149.0%+124.0%
1Y+551.8%+22.6%+529.2%+434.7%
3Y+1,891.5%+53.5%+1,838.0%+1,257.3%
5Y+1,014.7%+39.9%+974.8%+729.2%
10Y+2,614.7%+172.1%+2,442.7%+960.0%
All+2,614.7%+165.8%+2,449.0%+960.0%

Cumulative growth

Daily Returns

Daily percentage return beside IJR.

Daily Out/Under-Performance

Portfolio return minus IJR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IJR 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 IJR 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