+707.1%
IYR vs LEN
+1,235.4%
-528.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | -5.8% | +6.4% | +2.4% |
| 30D | +6.6% | +13.7% | -7.2% | +1.9% |
| 3M | -1.8% | -3.9% | +2.0% | -1.4% |
| 6M | +1.4% | -0.4% | +1.8% | +0.1% |
| YTD | +10.5% | -16.8% | +27.4% | +14.6% |
| 1Y | +10.6% | -29.5% | +40.1% | +20.6% |
| 3Y | +41.8% | -25.6% | +67.4% | +48.2% |
| 5Y | +6.0% | -13.2% | +19.3% | +2.7% |
| 10Y | +86.7% | +138.5% | -51.8% | +18.4% |
| All | +707.1% | +1,235.4% | -528.2% | +179.8% |
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