+73.6%
IWD vs LEN
-12.1%
+85.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -0.8% | -8.9% | +8.1% | +1.3% |
| 3M | +8.0% | -10.9% | +18.9% | +10.6% |
| 6M | +18.2% | -19.7% | +37.8% | +23.7% |
| YTD | +22.3% | -20.6% | +42.9% | +27.8% |
| 1Y | +28.9% | -42.4% | +71.3% | +45.7% |
| 3Y | +71.5% | -26.5% | +98.1% | +75.2% |
| 5Y | +73.6% | -10.9% | +84.5% | +59.0% |
| All | +73.6% | -12.1% | +85.7% | +59.0% |
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