+745.6%
IWD vs LEN
+1,357.8%
-612.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.2% |
| 7D | +1.3% | +0.6% | +0.6% | +1.0% |
| 30D | +3.6% | +19.4% | -15.8% | -1.0% |
| 3M | +2.3% | +4.5% | -2.2% | +0.6% |
| 6M | +13.0% | +4.9% | +8.1% | +10.6% |
| YTD | +26.2% | -8.9% | +35.1% | +27.0% |
| 1Y | +30.5% | -23.0% | +53.4% | +36.4% |
| 3Y | +86.2% | -16.7% | +102.9% | +86.9% |
| 5Y | +72.9% | -4.5% | +77.3% | +64.3% |
| 10Y | +205.0% | +162.2% | +42.9% | +112.8% |
| All | +745.6% | +1,357.8% | -612.3% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling