+200.5%
IWD vs LEN
+103.7%
+96.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -1.2% | -3.4% | +2.2% | -0.3% |
| 30D | -1.6% | -5.7% | +4.0% | -0.2% |
| 3M | +7.0% | -12.2% | +19.2% | +10.2% |
| 6M | +17.0% | -18.3% | +35.2% | +22.3% |
| YTD | +21.6% | -20.2% | +41.8% | +27.4% |
| 1Y | +28.0% | -40.1% | +68.1% | +44.0% |
| 3Y | +70.6% | -26.2% | +96.7% | +76.5% |
| 5Y | +73.3% | -9.8% | +83.2% | +64.9% |
| 10Y | +200.5% | +109.1% | +91.4% | +114.5% |
| All | +200.5% | +103.7% | +96.8% | +114.5% |
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