+13.3%
ALLE vs IFF
-35.9%
+49.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.2% | -2.3% |
| 7D | -2.2% | -3.0% | +0.9% | -1.2% |
| 30D | -8.3% | -0.9% | -7.4% | -8.1% |
| 3M | +16.3% | +11.8% | +4.4% | +11.6% |
| 6M | +1.8% | +16.5% | -14.7% | -4.4% |
| YTD | -3.9% | +26.5% | -30.5% | -12.5% |
| 1Y | -10.0% | +32.7% | -42.7% | -19.6% |
| 3Y | +45.8% | +32.0% | +13.8% | +27.5% |
| 5Y | +13.3% | -36.1% | +49.4% | +25.4% |
| All | +13.3% | -35.9% | +49.1% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling