+212.1%
ALLE vs IFF
-13.3%
+225.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.5% |
| 7D | +1.6% | -6.9% | +8.5% | +4.4% |
| 30D | +24.1% | -8.9% | +33.0% | +28.6% |
| 3M | +14.8% | -3.7% | +18.5% | +16.4% |
| 6M | +45.9% | +3.5% | +42.4% | +43.0% |
| YTD | +20.7% | +21.2% | -0.4% | +9.6% |
| 1Y | +14.2% | +25.6% | -11.4% | +2.0% |
| 3Y | +90.7% | +19.7% | +70.9% | +69.1% |
| 5Y | +50.6% | -39.8% | +90.4% | +74.7% |
| All | +212.1% | -13.3% | +225.4% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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