+141.9%
IAU vs LEN
-10.6%
+152.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.2% | -3.4% | +3.5% | +0.4% |
| 30D | +0.2% | -5.7% | +5.9% | +0.6% |
| 3M | +3.3% | -12.2% | +15.5% | +4.0% |
| 6M | -14.6% | -18.3% | +3.7% | -13.8% |
| YTD | +1.9% | -20.2% | +22.1% | +2.9% |
| 1Y | +20.9% | -40.1% | +60.9% | +23.3% |
| 3Y | +127.5% | -26.2% | +153.7% | +129.4% |
| 5Y | +141.9% | -9.8% | +151.8% | +139.5% |
| All | +141.9% | -10.6% | +152.5% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling