+210.2%
IBB vs ALLE
+331.3%
-121.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.9% | -2.2% | -3.9% |
| 7D | -3.6% | 0.0% | -3.7% | -3.6% |
| 30D | +3.4% | +20.6% | -17.2% | -4.7% |
| 3M | +9.5% | +11.4% | -1.9% | +4.2% |
| 6M | +23.3% | +42.5% | -19.2% | +5.2% |
| YTD | +24.5% | +18.9% | +5.7% | +13.8% |
| 1Y | +32.9% | +14.2% | +18.7% | +23.5% |
| 3Y | +76.6% | +90.7% | -14.1% | +29.1% |
| 5Y | +35.5% | +52.5% | -17.0% | +6.7% |
| 10Y | +156.7% | +231.2% | -74.5% | +24.9% |
| All | +210.2% | +331.3% | -121.1% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling