+151.7%
IBB vs ALLE
+222.4%
-70.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.1% |
| 7D | -1.8% | -0.6% | -1.3% | -1.6% |
| 30D | +5.1% | +25.3% | -20.3% | -3.8% |
| 3M | +10.7% | +10.3% | +0.4% | +6.3% |
| 6M | +22.9% | +38.0% | -15.2% | +7.7% |
| YTD | +26.7% | +17.8% | +8.9% | +17.2% |
| 1Y | +35.1% | +13.6% | +21.5% | +26.7% |
| 3Y | +80.2% | +89.2% | -9.0% | +36.1% |
| 5Y | +37.8% | +51.1% | -13.2% | +11.3% |
| All | +151.7% | +222.4% | -70.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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