+16.1%
IWM vs LEN
-27.0%
+43.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.4% |
| 7D | +0.3% | +0.7% | -0.4% | +0.1% |
| 30D | +0.6% | +13.0% | -12.4% | -2.2% |
| 3M | -6.2% | +1.9% | -8.1% | -6.9% |
| 6M | -0.8% | -0.7% | 0.0% | -1.2% |
| YTD | +14.8% | -13.8% | +28.6% | +15.2% |
| 1Y | +16.1% | -28.1% | +44.2% | +22.3% |
| All | +16.1% | -27.0% | +43.2% | +22.3% |
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