+27.9%
IWD vs LEN
-42.7%
+70.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.3% |
| 7D | -2.3% | -7.8% | +5.4% | -1.1% |
| 30D | -1.8% | -11.0% | +9.2% | 0.0% |
| 3M | +8.0% | -12.8% | +20.8% | +10.1% |
| 6M | +17.0% | -20.2% | +37.2% | +20.4% |
| YTD | +21.3% | -23.0% | +44.3% | +24.8% |
| 1Y | +27.9% | -41.8% | +69.8% | +36.9% |
| All | +27.9% | -42.7% | +70.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling