+72.9%
IWD vs LEN
-2.5%
+75.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.3% |
| 7D | +1.3% | +0.6% | +0.6% | +1.0% |
| 30D | +3.6% | +19.4% | -15.8% | -0.8% |
| 3M | +2.3% | +4.5% | -2.2% | +0.8% |
| 6M | +13.0% | +4.9% | +8.1% | +10.8% |
| YTD | +26.2% | -8.9% | +35.1% | +27.1% |
| 1Y | +30.5% | -23.0% | +53.4% | +36.8% |
| 3Y | +86.2% | -16.7% | +102.9% | +84.2% |
| 5Y | +72.9% | -4.5% | +77.3% | +53.3% |
| All | +72.9% | -2.5% | +75.4% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling