+56.5%
IOT vs LEN
-19.2%
+75.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +5.1% | -3.4% | +8.4% | +6.9% |
| 30D | -3.0% | -5.7% | +2.6% | -0.2% |
| 3M | +15.0% | -12.2% | +27.2% | +21.8% |
| 6M | +13.1% | -18.3% | +31.4% | +23.2% |
| YTD | +9.0% | -20.2% | +29.2% | +17.5% |
| 1Y | +0.1% | -40.1% | +40.2% | +28.8% |
| 3Y | +26.4% | -26.2% | +52.6% | +25.4% |
| All | +56.5% | -19.2% | +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 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