-13.6%
IP vs LEN
-13.2%
-0.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | -5.8% | +5.5% | +1.8% |
| 30D | +7.9% | +13.7% | -5.8% | +2.7% |
| 3M | -15.3% | -3.9% | -11.4% | -14.6% |
| 6M | +10.5% | -0.4% | +10.9% | +10.2% |
| YTD | -9.4% | -16.8% | +7.5% | -4.3% |
| 1Y | -4.6% | -29.5% | +24.9% | +5.8% |
| 3Y | +21.2% | -25.6% | +46.8% | +27.5% |
| All | -13.6% | -13.2% | -0.4% | -20.2% |
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