+55.4%
IOT vs LEN
-20.3%
+75.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.3% |
| 7D | -4.5% | -4.8% | +0.2% | -2.1% |
| 30D | -2.4% | -6.6% | +4.1% | +0.9% |
| 3M | +19.0% | -15.7% | +34.6% | +29.0% |
| 6M | +19.6% | -16.6% | +36.3% | +28.5% |
| YTD | +8.3% | -21.3% | +29.6% | +17.5% |
| 1Y | -0.8% | -42.0% | +41.2% | +30.3% |
| 3Y | +24.4% | -27.9% | +52.3% | +25.3% |
| All | +55.4% | -20.3% | +75.7% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling