+140.8%
IEMG vs LEN
+108.0%
+32.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.7% |
| 7D | -1.3% | -4.8% | +3.5% | -0.2% |
| 30D | +1.9% | -6.6% | +8.5% | +3.4% |
| 3M | +1.4% | -15.7% | +17.1% | +5.1% |
| 6M | +15.2% | -16.6% | +31.8% | +19.5% |
| YTD | +23.8% | -21.3% | +45.2% | +29.7% |
| 1Y | +30.7% | -42.0% | +72.7% | +46.2% |
| 3Y | +83.3% | -27.9% | +111.2% | +89.7% |
| 5Y | +48.8% | -10.7% | +59.5% | +42.4% |
| All | +140.8% | +108.0% | +32.8% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling