+128.7%
IVZ vs LEN
-18.1%
+146.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.1% |
| 7D | -2.4% | +2.1% | -4.5% | -3.4% |
| 30D | -11.2% | +16.6% | -27.8% | -16.6% |
| 3M | -14.0% | +5.3% | -19.3% | -16.5% |
| 6M | +0.5% | -0.8% | +1.2% | -0.8% |
| YTD | +5.4% | -11.7% | +17.2% | +8.3% |
| 1Y | +19.5% | -24.6% | +44.1% | +30.9% |
| 3Y | +128.7% | -18.7% | +147.4% | +92.1% |
| All | +128.7% | -18.1% | +146.8% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling