+2,494.7%
LEN vs IRM
+9,658.3%
-7,163.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | -6.4% | -5.3% | -1.1% | -4.4% |
| 30D | +15.6% | -2.3% | +18.0% | +16.1% |
| 3M | -0.8% | -7.4% | +6.7% | +1.8% |
| 6M | +0.4% | -12.2% | +12.6% | +5.2% |
| YTD | -14.1% | +38.6% | -52.8% | -28.0% |
| 1Y | -29.6% | +14.9% | -44.5% | -35.7% |
| 3Y | -23.1% | +108.2% | -131.3% | -48.9% |
| 5Y | -8.9% | +183.8% | -192.7% | -48.1% |
| 10Y | +146.2% | +512.6% | -366.4% | -6.4% |
| All | +2,494.7% | +9,658.3% | -7,163.6% | +393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling