+40.5%
IBB vs ALLE
+51.6%
-11.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -1.7% |
| 30D | +4.6% | +25.9% | -21.3% | -3.7% |
| 3M | +6.8% | +15.8% | -8.9% | +1.3% |
| 6M | +23.1% | +48.1% | -25.0% | +6.1% |
| YTD | +26.0% | +22.0% | +4.1% | +15.9% |
| 1Y | +30.4% | +18.0% | +12.3% | +21.4% |
| 3Y | +85.4% | +93.1% | -7.6% | +39.6% |
| All | +40.5% | +51.6% | -11.1% | +8.2% |
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