+125.9%
IEF vs LEN
+377.7%
-251.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.0% | -5.8% | +3.8% | -2.0% |
| 30D | +0.7% | +13.7% | -13.0% | +0.8% |
| 3M | -2.5% | -3.9% | +1.4% | -2.5% |
| 6M | -2.6% | -0.4% | -2.2% | -2.5% |
| YTD | -3.2% | -16.8% | +13.6% | -3.3% |
| 1Y | -3.0% | -29.5% | +26.5% | -3.3% |
| 3Y | +10.5% | -25.6% | +36.1% | +10.5% |
| 5Y | -8.2% | -13.2% | +5.1% | -7.9% |
| 10Y | +6.7% | +138.5% | -131.8% | +10.5% |
| All | +125.9% | +377.7% | -251.8% | +163.5% |
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 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