+65.5%
IWF vs LEN
-25.9%
+91.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +2.8% | -5.8% | +8.6% | +3.5% |
| 30D | -7.5% | +13.7% | -21.3% | -9.3% |
| 3M | -8.5% | -3.9% | -4.6% | -8.3% |
| 6M | -7.4% | -0.4% | -7.0% | -7.9% |
| YTD | -2.6% | -16.8% | +14.2% | -1.3% |
| 1Y | -1.8% | -29.5% | +27.6% | +1.8% |
| 3Y | +65.5% | -25.6% | +91.0% | +61.5% |
| All | +65.5% | -25.9% | +91.3% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling