+270.3%
ALLE vs IFF
+30.4%
+240.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | -6.8% | -2.0% | -4.8% | -6.1% |
| 3M | +21.0% | +18.5% | +2.5% | +12.6% |
| 6M | +1.1% | +11.7% | -10.6% | -4.7% |
| YTD | -0.5% | +29.6% | -30.1% | -12.0% |
| 1Y | -7.3% | +35.0% | -42.2% | -19.6% |
| 3Y | +42.3% | +32.3% | +10.0% | +21.0% |
| 5Y | +13.5% | -34.6% | +48.0% | +26.4% |
| 10Y | +144.0% | -20.6% | +164.7% | +133.2% |
| All | +270.3% | +30.4% | +240.0% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling