+103.0%
LEN vs IFF
-20.3%
+123.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -4.8% | -3.2% | -1.6% | -3.2% |
| 30D | -6.6% | -0.3% | -6.3% | -6.4% |
| 3M | -15.7% | +8.4% | -24.1% | -19.2% |
| 6M | -16.6% | +23.0% | -39.7% | -25.6% |
| YTD | -21.3% | +25.5% | -46.8% | -30.6% |
| 1Y | -42.0% | +29.1% | -71.1% | -49.6% |
| 3Y | -27.9% | +31.7% | -59.6% | -38.8% |
| 5Y | -10.7% | -35.2% | +24.5% | +4.2% |
| All | +103.0% | -20.3% | +123.3% | +99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling