+338.5%
ALLE vs IBN
+487.3%
-148.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -2.1% |
| 7D | -0.6% | +15.1% | -15.6% | -4.4% |
| 30D | +25.3% | +21.6% | +3.7% | +18.8% |
| 3M | +10.3% | +11.2% | -0.9% | +7.0% |
| 6M | +38.0% | +27.8% | +10.3% | +28.9% |
| YTD | +17.8% | +14.7% | +3.1% | +13.0% |
| 1Y | +13.6% | +14.4% | -0.8% | +9.0% |
| 3Y | +89.2% | +52.1% | +37.1% | +65.9% |
| 5Y | +51.1% | +70.7% | -19.7% | +27.7% |
| 10Y | +228.1% | +385.5% | -157.4% | +107.1% |
| All | +338.5% | +487.3% | -148.8% | +162.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling