+363.6%
IGV vs LEN
+136.9%
+226.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.3% | -5.8% | +8.1% | +4.0% |
| 30D | -6.0% | +13.7% | -19.7% | -9.7% |
| 3M | -4.8% | -3.9% | -0.9% | -4.6% |
| 6M | +14.2% | -0.4% | +14.6% | +12.7% |
| YTD | -4.2% | -16.8% | +12.6% | -1.7% |
| 1Y | -5.3% | -29.5% | +24.2% | +1.8% |
| 3Y | +38.8% | -25.6% | +64.4% | +40.9% |
| 5Y | +14.2% | -13.2% | +27.4% | +7.2% |
| All | +363.6% | +136.9% | +226.7% | +207.3% |
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 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