+10.5%
IEF vs LEN
-25.9%
+36.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | -5.8% | +3.8% | -1.6% |
| 30D | +0.7% | +13.7% | -13.0% | -0.3% |
| 3M | -2.5% | -3.9% | +1.4% | -2.4% |
| 6M | -2.6% | -0.4% | -2.2% | -2.8% |
| YTD | -3.2% | -16.8% | +13.6% | -2.5% |
| 1Y | -3.0% | -29.5% | +26.5% | -1.3% |
| 3Y | +10.5% | -25.6% | +36.1% | +8.3% |
| All | +10.5% | -25.9% | +36.4% | +8.3% |
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