+144.3%
IEMG vs LEN
+153.2%
-8.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +1.6% | -3.4% | +5.0% | +2.4% |
| 30D | +4.6% | -5.7% | +10.3% | +6.0% |
| 3M | +4.8% | -12.2% | +17.1% | +7.8% |
| 6M | +16.8% | -18.3% | +35.1% | +22.0% |
| YTD | +24.8% | -20.2% | +45.0% | +30.6% |
| 1Y | +34.3% | -40.1% | +74.4% | +49.9% |
| 3Y | +87.0% | -26.2% | +113.1% | +92.9% |
| 5Y | +49.9% | -9.8% | +59.8% | +43.1% |
| 10Y | +144.8% | +109.1% | +35.6% | +69.1% |
| All | +144.3% | +153.2% | -8.9% | +59.1% |
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