+1,331.0%
LITE vs IWD
+84.7%
+1,246.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +1.6% | -15.5% | -16.1% |
| 30D | -46.9% | +3.6% | -50.5% | -50.4% |
| 3M | -28.0% | +2.0% | -30.1% | -31.4% |
| 6M | -35.2% | +13.1% | -48.3% | -51.1% |
| YTD | +58.9% | +26.2% | +32.7% | -5.8% |
| 1Y | +125.3% | +29.6% | +95.7% | +27.1% |
| All | +1,331.0% | +84.7% | +1,246.3% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling