-22.5%
LEN vs IFF
+44.8%
-67.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.9% | +12.0% | +9.4% |
| 7D | +10.5% | -3.3% | +13.8% | +12.1% |
| 30D | +24.6% | +5.3% | +19.4% | +21.4% |
| 3M | +6.6% | +8.9% | -2.3% | +2.2% |
| 6M | +10.6% | +26.3% | -15.7% | -1.9% |
| YTD | -8.3% | +32.2% | -40.5% | -20.5% |
| 1Y | -22.5% | +45.8% | -68.3% | -36.0% |
| All | -22.5% | +44.8% | -67.3% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling