+66.9%
IYR vs LEN
+108.0%
-41.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.1% |
| 7D | -1.4% | -4.8% | +3.4% | +0.1% |
| 30D | -2.7% | -6.6% | +3.9% | -0.7% |
| 3M | -2.1% | -15.7% | +13.5% | +2.6% |
| 6M | +3.6% | -16.6% | +20.2% | +8.4% |
| YTD | +8.1% | -21.3% | +29.5% | +14.6% |
| 1Y | +4.7% | -42.0% | +46.8% | +21.6% |
| 3Y | +29.1% | -27.9% | +57.0% | +36.5% |
| 5Y | +6.9% | -10.7% | +17.6% | +2.7% |
| All | +66.9% | +108.0% | -41.1% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling