+1,587.5%
LITE vs IWF
+377.5%
+1,210.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.6% |
| 7D | -13.9% | -2.9% | -11.0% | -8.9% |
| 30D | -46.9% | -10.9% | -36.1% | -35.9% |
| 3M | -28.0% | -8.1% | -19.9% | -16.2% |
| 6M | -35.2% | -7.5% | -27.7% | -23.8% |
| YTD | +58.9% | -3.4% | +62.2% | +76.7% |
| 1Y | +125.3% | -5.0% | +130.3% | +159.8% |
| 3Y | +1,344.4% | +64.0% | +1,280.4% | +823.0% |
| 5Y | +541.2% | +56.8% | +484.4% | +333.3% |
| 10Y | +1,587.5% | +381.2% | +1,206.3% | +74.6% |
| All | +1,587.5% | +377.5% | +1,210.0% | +74.6% |
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