+763.2%
IWM vs LEN
+1,279.5%
-516.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | +0.9% |
| 7D | +0.3% | +0.7% | -0.4% | 0.0% |
| 30D | +0.6% | +13.0% | -12.4% | -3.5% |
| 3M | -6.2% | +1.9% | -8.1% | -7.6% |
| 6M | -0.8% | -0.7% | 0.0% | -1.9% |
| YTD | +14.8% | -13.8% | +28.6% | +17.6% |
| 1Y | +16.1% | -28.1% | +44.2% | +25.4% |
| 3Y | +71.5% | -22.8% | +94.4% | +78.0% |
| 5Y | +25.8% | -7.4% | +33.1% | +21.4% |
| 10Y | +155.4% | +143.7% | +11.7% | +73.5% |
| All | +763.2% | +1,279.5% | -516.3% | +164.4% |
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