+656.2%
LEN vs IBB
+584.7%
+71.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.2% |
| 7D | +0.6% | +2.7% | -2.1% | -1.4% |
| 30D | +19.4% | +6.3% | +13.1% | +13.9% |
| 3M | +4.5% | +11.1% | -6.5% | -3.9% |
| 6M | +4.9% | +29.2% | -24.3% | -13.7% |
| YTD | -8.9% | +30.2% | -39.1% | -26.1% |
| 1Y | -23.0% | +39.5% | -62.5% | -40.5% |
| 3Y | -16.7% | +92.3% | -109.0% | -49.4% |
| 5Y | -4.5% | +43.0% | -47.4% | -28.3% |
| 10Y | +162.2% | +137.1% | +25.1% | +30.6% |
| All | +656.2% | +584.7% | +71.5% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling