+100.6%
LEN vs IBB
+122.6%
-22.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.2% | -1.7% | -2.4% |
| 7D | -2.9% | -1.7% | -1.2% | -1.8% |
| 30D | -8.9% | +4.9% | -13.7% | -11.9% |
| 3M | -10.9% | +24.2% | -35.1% | -23.1% |
| 6M | -19.7% | +23.8% | -43.5% | -30.8% |
| YTD | -20.6% | +23.0% | -43.5% | -31.6% |
| 1Y | -42.4% | +46.2% | -88.6% | -55.9% |
| 3Y | -26.5% | +64.8% | -91.4% | -48.4% |
| 5Y | -10.9% | +20.9% | -31.9% | -25.2% |
| 10Y | +100.6% | +121.6% | -20.9% | +24.5% |
| All | +100.6% | +122.6% | -22.0% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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