+580.4%
LITE vs IWF
+58.9%
+521.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.0% |
| 7D | +22.6% | +5.3% | +17.3% | +14.0% |
| 30D | -36.8% | -8.6% | -28.2% | -25.3% |
| 3M | -33.0% | -6.5% | -26.5% | -23.1% |
| 6M | -37.1% | -5.6% | -31.4% | -27.3% |
| YTD | +69.5% | -1.5% | +71.0% | +84.7% |
| 1Y | +146.1% | -2.8% | +148.9% | +177.0% |
| 3Y | +1,440.8% | +67.1% | +1,373.7% | +907.7% |
| 5Y | +580.4% | +57.6% | +522.8% | +369.1% |
| All | +580.4% | +58.9% | +521.6% | +369.1% |
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