+152.4%
ALLE vs IFF
-19.8%
+172.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.8% | -2.8% | 0.0% | -1.7% |
| 30D | -10.2% | -1.1% | -9.1% | -9.8% |
| 3M | +17.4% | +13.8% | +3.6% | +11.1% |
| 6M | +3.3% | +16.7% | -13.3% | -4.2% |
| YTD | -4.2% | +26.1% | -30.4% | -14.2% |
| 1Y | -10.5% | +33.5% | -44.0% | -21.9% |
| 3Y | +45.4% | +31.6% | +13.8% | +24.2% |
| 5Y | +11.9% | -34.9% | +46.8% | +25.0% |
| All | +152.4% | -19.8% | +172.3% | +143.0% |
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