-1.3%
IWF vs LEN
-21.9%
+20.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | 0.0% |
| 7D | -4.2% | +10.5% | -14.6% | -4.8% |
| 30D | -8.1% | +24.6% | -32.8% | -9.8% |
| 3M | -5.1% | +6.6% | -11.7% | -5.4% |
| 6M | -1.4% | +10.6% | -12.1% | -2.3% |
| YTD | -0.1% | -8.3% | +8.2% | -0.8% |
| 1Y | -1.3% | -22.5% | +21.3% | -0.9% |
| All | -1.3% | -21.9% | +20.6% | -0.9% |
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 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