+1,402.3%
LITE vs IWF
+378.8%
+1,023.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +3.9% |
| 7D | -35.9% | -5.0% | -31.0% | -30.1% |
| 30D | -51.5% | -13.2% | -38.3% | -39.3% |
| 3M | -35.7% | -9.4% | -26.3% | -23.7% |
| 6M | -43.0% | -8.6% | -34.4% | -32.0% |
| YTD | +46.1% | -5.3% | +51.4% | +66.7% |
| 1Y | +124.7% | -5.0% | +129.7% | +159.2% |
| 3Y | +1,172.1% | +64.6% | +1,107.4% | +711.4% |
| 5Y | +477.0% | +50.8% | +426.2% | +309.7% |
| All | +1,402.3% | +378.8% | +1,023.5% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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