+2,331.0%
LITE vs IWD
+197.9%
+2,133.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.9% |
| 7D | -1.5% | -0.3% | -1.3% | -1.3% |
| 30D | +6.7% | +0.6% | +6.1% | +5.4% |
| 3M | -6.8% | +7.2% | -14.0% | -15.4% |
| 6M | +29.4% | +16.2% | +13.2% | +6.7% |
| YTD | +139.1% | +23.3% | +115.8% | +82.2% |
| 1Y | +521.0% | +29.6% | +491.4% | +348.4% |
| 3Y | +1,535.3% | +70.5% | +1,464.8% | +788.9% |
| 5Y | +889.8% | +73.5% | +816.4% | +431.3% |
| All | +2,331.0% | +197.9% | +2,133.1% | +590.8% |
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