+585.7%
LEN vs IBB
+560.8%
+24.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -3.2% | +1.4% | -4.6% | -4.2% |
| 30D | -4.9% | +10.5% | -15.4% | -11.8% |
| 3M | -8.5% | +23.6% | -32.1% | -21.8% |
| 6M | -20.7% | +22.6% | -43.3% | -32.0% |
| YTD | -17.4% | +25.7% | -43.1% | -30.9% |
| 1Y | -38.2% | +51.4% | -89.6% | -54.9% |
| 3Y | -24.9% | +64.4% | -89.2% | -48.6% |
| 5Y | -11.4% | +22.1% | -33.6% | -25.4% |
| 10Y | +110.0% | +132.5% | -22.4% | +5.5% |
| All | +585.7% | +560.8% | +24.9% | +34.8% |
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