+204.6%
IWD vs LEN
+142.4%
+62.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -0.6% | -6.4% | +5.8% | +1.0% |
| 30D | +3.6% | +15.6% | -12.0% | -0.5% |
| 3M | +2.7% | -0.8% | +3.4% | +2.2% |
| 6M | +13.2% | +0.4% | +12.8% | +11.8% |
| YTD | +26.8% | -14.1% | +40.9% | +29.5% |
| 1Y | +29.3% | -29.6% | +58.9% | +38.9% |
| 3Y | +85.1% | -23.1% | +108.3% | +88.8% |
| 5Y | +74.2% | -8.9% | +83.1% | +64.7% |
| 10Y | +204.6% | +146.2% | +58.4% | +109.8% |
| All | +204.6% | +142.4% | +62.2% | +109.8% |
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