+37.2%
IBB vs ALLE
+49.9%
-12.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +10.7% | +10.3% | +0.4% | +6.7% |
| 6M | +22.9% | +38.0% | -15.2% | +8.6% |
| YTD | +26.7% | +17.8% | +8.9% | +17.9% |
| 1Y | +35.1% | +13.6% | +21.5% | +27.4% |
| 3Y | +80.2% | +89.2% | -9.0% | +36.5% |
| All | +37.2% | +49.9% | -12.7% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling