+5.7%
IYR vs LEN
-10.6%
+16.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -0.9% | -3.4% | +2.5% | +0.1% |
| 30D | -2.4% | -5.7% | +3.3% | -0.7% |
| 3M | -2.0% | -12.2% | +10.2% | +1.4% |
| 6M | +2.5% | -18.3% | +20.8% | +8.1% |
| YTD | +8.3% | -20.2% | +28.5% | +14.3% |
| 1Y | +6.5% | -40.1% | +46.5% | +23.0% |
| 3Y | +29.3% | -26.2% | +55.5% | +34.2% |
| 5Y | +5.7% | -9.8% | +15.5% | -3.9% |
| All | +5.7% | -10.6% | +16.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling