+472.0%
LITE vs IOT
+66.1%
+405.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +0.9% | +9.8% | +10.7% |
| 30D | -33.4% | +1.4% | -34.8% | -33.6% |
| 3M | -32.2% | +0.5% | -32.8% | -32.8% |
| 6M | -42.1% | +50.3% | -92.4% | -48.6% |
| YTD | +61.9% | +16.7% | +45.2% | +48.2% |
| 1Y | +163.0% | +6.8% | +156.2% | +146.7% |
| 3Y | +1,358.0% | +75.5% | +1,282.5% | +1,099.4% |
| All | +472.0% | +66.1% | +405.9% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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