-31.2%
LEN vs IRM
+16.9%
-48.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.7% |
| 7D | -8.7% | +8.6% | -17.4% | -10.8% |
| 30D | +11.6% | 0.0% | +11.6% | +11.0% |
| 3M | -1.3% | -7.1% | +5.9% | +0.3% |
| 6M | -1.4% | -7.9% | +6.4% | +0.1% |
| YTD | -16.9% | +41.3% | -58.2% | -27.9% |
| 1Y | -31.2% | +20.7% | -51.9% | -36.1% |
| All | -31.2% | +16.9% | -48.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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