+219.2%
ALLE vs IBN
+367.6%
-148.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -2.2% |
| 7D | -0.6% | +15.1% | -15.6% | -4.8% |
| 30D | +25.3% | +21.6% | +3.7% | +18.0% |
| 3M | +10.3% | +11.2% | -0.9% | +6.6% |
| 6M | +38.0% | +27.8% | +10.3% | +27.8% |
| YTD | +17.8% | +14.7% | +3.1% | +12.4% |
| 1Y | +13.6% | +14.4% | -0.8% | +8.4% |
| 3Y | +89.2% | +52.1% | +37.1% | +62.7% |
| 5Y | +51.1% | +70.7% | -19.7% | +24.4% |
| All | +219.2% | +367.6% | -148.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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