+901.5%
LITE vs IWF
+73.7%
+827.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +0.5% | -2.1% | -2.3% |
| 30D | +6.7% | -0.4% | +7.0% | +7.6% |
| 3M | -6.8% | -2.6% | -4.1% | -1.2% |
| 6M | +29.4% | +9.1% | +20.3% | +17.7% |
| YTD | +139.1% | +4.5% | +134.6% | +130.1% |
| 1Y | +521.0% | +10.1% | +510.9% | +470.7% |
| 3Y | +1,535.3% | +77.6% | +1,457.6% | +848.3% |
| All | +901.5% | +73.7% | +827.8% | +489.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling