+73.1%
IWD vs LEN
-22.2%
+95.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | +0.6% | -4.9% | +5.5% | +1.5% |
| 3M | +7.2% | -8.5% | +15.7% | +8.8% |
| 6M | +16.2% | -20.7% | +36.9% | +21.0% |
| YTD | +23.3% | -17.4% | +40.7% | +26.9% |
| 1Y | +29.6% | -38.2% | +67.8% | +41.3% |
| All | +73.1% | -22.2% | +95.3% | +68.9% |
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 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