+10.6%
IOT vs LEN
-21.9%
+32.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +4.0% |
| 7D | -0.5% | +10.5% | -10.9% | -0.6% |
| 30D | +1.0% | +24.6% | -23.7% | +1.0% |
| 3M | +10.9% | +6.6% | +4.3% | +10.3% |
| 6M | +39.9% | +10.6% | +29.3% | +38.9% |
| YTD | +20.8% | -8.3% | +29.1% | +18.2% |
| 1Y | +10.6% | -22.5% | +33.1% | +10.5% |
| All | +10.6% | -21.9% | +32.4% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling