+26.5%
IP vs LEN
+148.4%
-121.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +1.9% |
| 7D | -5.1% | +2.1% | -7.1% | -5.9% |
| 30D | +8.5% | +16.6% | -8.0% | +2.5% |
| 3M | -13.8% | +5.3% | -19.1% | -15.9% |
| 6M | +5.7% | -0.8% | +6.5% | +5.5% |
| YTD | -9.1% | -11.7% | +2.6% | -5.9% |
| 1Y | -0.8% | -24.6% | +23.8% | +8.1% |
| 3Y | +14.8% | -18.7% | +33.5% | +18.2% |
| 5Y | -11.5% | -4.4% | -7.1% | -16.6% |
| All | +26.5% | +148.4% | -121.9% | -22.3% |
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