+64.2%
IWM vs LEN
-18.1%
+82.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.9% |
| 7D | -2.0% | +2.1% | -4.1% | -2.8% |
| 30D | -1.5% | +16.6% | -18.0% | -6.2% |
| 3M | -8.0% | +5.3% | -13.3% | -10.1% |
| 6M | -4.1% | -0.8% | -3.3% | -4.9% |
| YTD | +11.9% | -11.7% | +23.7% | +14.0% |
| 1Y | +15.0% | -24.6% | +39.6% | +23.4% |
| 3Y | +64.2% | -18.7% | +82.9% | +43.5% |
| All | +64.2% | -18.1% | +82.3% | +43.5% |
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