+1,568.0%
LITE vs IWD
+202.4%
+1,365.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.1% |
| 7D | +22.6% | +1.7% | +20.9% | +20.2% |
| 30D | -36.8% | +3.2% | -40.0% | -39.1% |
| 3M | -33.0% | +2.3% | -35.3% | -35.1% |
| 6M | -37.1% | +12.9% | -50.0% | -46.6% |
| YTD | +69.5% | +26.2% | +43.2% | +25.4% |
| 1Y | +146.1% | +28.3% | +117.8% | +79.7% |
| 3Y | +1,440.8% | +84.4% | +1,356.4% | +661.3% |
| 5Y | +580.4% | +73.0% | +507.5% | +265.4% |
| All | +1,568.0% | +202.4% | +1,365.6% | +384.4% |
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