+741.9%
IWM vs LEN
+1,312.6%
-570.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 3M | -8.0% | +5.3% | -13.3% | -10.2% |
| 6M | -4.1% | -0.8% | -3.3% | -5.1% |
| YTD | +11.9% | -11.7% | +23.7% | +13.9% |
| 1Y | +15.0% | -24.6% | +39.6% | +22.5% |
| 3Y | +64.2% | -18.7% | +82.9% | +67.7% |
| 5Y | +20.4% | -4.4% | +24.8% | +15.1% |
| 10Y | +168.0% | +152.2% | +15.8% | +80.2% |
| All | +741.9% | +1,312.6% | -570.7% | +156.1% |
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