+270.3%
ALLE vs IBN
+425.1%
-154.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.6% |
| 30D | -6.8% | -0.3% | -6.5% | -6.8% |
| 3M | +21.0% | +17.1% | +3.9% | +15.9% |
| 6M | +1.1% | +3.4% | -2.3% | 0.0% |
| YTD | -0.5% | +2.5% | -3.1% | -1.5% |
| 1Y | -7.3% | -4.2% | -3.1% | -6.7% |
| 3Y | +42.3% | +32.4% | +9.9% | +29.7% |
| 5Y | +13.5% | +59.2% | -45.7% | -2.3% |
| 10Y | +144.0% | +345.7% | -201.6% | +58.0% |
| All | +270.3% | +425.1% | -154.7% | +128.7% |
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