+163.0%
LITE vs IWD
+28.9%
+134.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.9% |
| 7D | +10.8% | +2.3% | +8.5% | +6.8% |
| 30D | -33.4% | +3.6% | -37.0% | -36.4% |
| 3M | -32.2% | +2.2% | -34.4% | -34.1% |
| 6M | -42.1% | +13.0% | -55.1% | -55.6% |
| YTD | +61.9% | +26.5% | +35.3% | -8.7% |
| 1Y | +163.0% | +30.1% | +132.9% | +36.6% |
| All | +163.0% | +28.9% | +134.1% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling