+10.1%
IWF vs LEN
-37.1%
+47.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +0.5% | -3.2% | +3.7% | +0.8% |
| 30D | -0.4% | -4.9% | +4.5% | 0.0% |
| 3M | -2.6% | -8.5% | +5.9% | -2.1% |
| 6M | +9.1% | -20.7% | +29.8% | +9.0% |
| YTD | +4.5% | -17.4% | +21.9% | +4.4% |
| 1Y | +10.1% | -38.2% | +48.3% | +9.2% |
| All | +10.1% | -37.1% | +47.2% | +9.2% |
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