+719.9%
IWF vs LEN
+1,158.9%
-439.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.3% |
| 7D | -0.9% | -4.8% | +3.8% | +0.1% |
| 30D | -1.7% | -6.6% | +4.8% | -0.3% |
| 3M | +0.7% | -15.7% | +16.3% | +4.2% |
| 6M | +8.6% | -16.6% | +25.2% | +12.4% |
| YTD | +3.5% | -21.3% | +24.9% | +8.1% |
| 1Y | +7.0% | -42.0% | +49.1% | +19.2% |
| 3Y | +76.3% | -27.9% | +104.3% | +82.8% |
| 5Y | +74.8% | -10.7% | +85.5% | +70.4% |
| 10Y | +420.5% | +106.1% | +314.3% | +297.2% |
| All | +719.9% | +1,158.9% | -439.0% | +196.7% |
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