+1,402.3%
LITE vs IWD
+207.5%
+1,194.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.1% |
| 7D | -35.9% | -0.5% | -35.5% | -35.4% |
| 30D | -51.5% | +2.7% | -54.2% | -53.1% |
| 3M | -35.7% | +0.9% | -36.6% | -36.8% |
| 6M | -43.0% | +10.5% | -53.5% | -50.2% |
| YTD | +46.1% | +23.7% | +22.4% | +10.9% |
| 1Y | +124.7% | +28.7% | +96.0% | +63.1% |
| 3Y | +1,172.1% | +79.7% | +1,092.4% | +549.4% |
| 5Y | +477.0% | +69.7% | +407.3% | +217.5% |
| All | +1,402.3% | +207.5% | +1,194.8% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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