+699.9%
IYR vs LEN
+1,175.3%
-475.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.8% | +1.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.5% |
| 30D | -2.5% | -8.9% | +6.3% | +0.3% |
| 3M | +1.5% | -10.9% | +12.4% | +4.6% |
| 6M | +3.9% | -19.7% | +23.5% | +10.2% |
| YTD | +9.5% | -20.6% | +30.1% | +16.1% |
| 1Y | +7.5% | -42.4% | +49.9% | +25.6% |
| 3Y | +30.8% | -26.5% | +57.3% | +38.1% |
| 5Y | +4.8% | -10.9% | +15.7% | +1.2% |
| 10Y | +64.3% | +100.6% | -36.3% | +11.0% |
| All | +699.9% | +1,175.3% | -475.5% | +183.4% |
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