+66.0%
IWM vs LEN
-25.9%
+91.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +0.8% |
| 7D | +1.4% | -2.9% | +4.3% | +2.3% |
| 30D | -2.3% | -8.9% | +6.6% | +0.5% |
| 3M | +4.0% | -10.9% | +14.9% | +7.3% |
| 6M | +17.9% | -19.7% | +37.6% | +25.6% |
| YTD | +20.2% | -20.6% | +40.8% | +27.3% |
| 1Y | +25.0% | -42.4% | +67.4% | +48.1% |
| 3Y | +66.0% | -26.5% | +92.5% | +63.3% |
| All | +66.0% | -25.9% | +91.9% | +63.3% |
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 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