+50.4%
ALLE vs IBN
+68.5%
-18.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -2.3% |
| 7D | -0.6% | +15.1% | -15.6% | -5.3% |
| 30D | +25.3% | +21.6% | +3.7% | +17.2% |
| 3M | +10.3% | +11.2% | -0.9% | +6.2% |
| 6M | +38.0% | +27.8% | +10.3% | +26.8% |
| YTD | +17.8% | +14.7% | +3.1% | +11.6% |
| 1Y | +13.6% | +14.4% | -0.8% | +7.7% |
| 3Y | +89.2% | +52.1% | +37.1% | +56.3% |
| All | +50.4% | +68.5% | -18.2% | +17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling