+951.4%
IVZ vs LEN
+3,436.1%
-2,484.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.2% | +2.1% |
| 7D | +2.2% | +0.7% | +1.5% | +1.8% |
| 30D | -2.2% | +13.0% | -15.2% | -7.6% |
| 3M | -8.4% | +1.9% | -10.3% | -10.3% |
| 6M | +6.2% | -0.7% | +6.9% | +4.3% |
| YTD | +12.4% | -13.8% | +26.2% | +16.1% |
| 1Y | +26.0% | -28.1% | +54.1% | +39.6% |
| 3Y | +147.9% | -22.8% | +170.7% | +161.5% |
| 5Y | +38.8% | -7.4% | +46.1% | +33.8% |
| 10Y | +44.6% | +143.7% | -99.1% | -13.4% |
| All | +951.4% | +3,436.1% | -2,484.7% | +120.1% |
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 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