+22.9%
IP vs LEN
+109.8%
-86.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.6% |
| 7D | -5.3% | -3.2% | -2.1% | -4.2% |
| 30D | -10.9% | -4.9% | -6.0% | -9.3% |
| 3M | +11.2% | -8.5% | +19.7% | +14.8% |
| 6M | -10.2% | -20.7% | +10.4% | -2.8% |
| YTD | -2.0% | -17.4% | +15.4% | +4.6% |
| 1Y | -19.1% | -38.2% | +19.2% | -5.3% |
| 3Y | +20.9% | -24.9% | +45.7% | +28.4% |
| 5Y | -17.8% | -11.4% | -6.4% | -20.1% |
| All | +22.9% | +109.8% | -86.8% | -21.4% |
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