+123.2%
IAU vs LEN
-28.8%
+152.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -1.5% |
| 7D | -3.4% | -7.8% | +4.4% | -2.8% |
| 30D | -1.1% | -11.0% | +9.9% | -0.3% |
| 3M | +5.8% | -12.8% | +18.6% | +6.8% |
| 6M | -16.9% | -20.2% | +3.3% | -15.9% |
| YTD | +0.1% | -23.0% | +23.1% | +1.5% |
| 1Y | +18.4% | -41.8% | +60.2% | +21.0% |
| All | +123.2% | -28.8% | +152.1% | +128.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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