+129.8%
IEF vs LEN
+374.4%
-244.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | -0.8% | -4.9% | +4.1% | -0.8% |
| 3M | -1.0% | -8.5% | +7.5% | -1.0% |
| 6M | -2.8% | -20.7% | +17.9% | -3.0% |
| YTD | -1.5% | -17.4% | +15.9% | -1.7% |
| 1Y | -0.4% | -38.2% | +37.8% | -0.9% |
| 3Y | +9.7% | -24.9% | +34.5% | +9.6% |
| 5Y | -8.3% | -11.4% | +3.1% | -8.0% |
| 10Y | +4.6% | +110.0% | -105.4% | +8.0% |
| All | +129.8% | +374.4% | -244.6% | +168.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling