+213.1%
IBB vs ALLE
+260.9%
-47.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | +10.5% | -6.8% | +17.3% | +13.7% |
| 3M | +23.6% | +21.0% | +2.6% | +13.5% |
| 6M | +22.6% | +1.1% | +21.5% | +21.1% |
| YTD | +25.7% | -0.5% | +26.2% | +24.1% |
| 1Y | +51.4% | -7.3% | +58.6% | +53.9% |
| 3Y | +64.4% | +42.3% | +22.1% | +36.5% |
| 5Y | +22.1% | +13.5% | +8.7% | +9.4% |
| 10Y | +132.5% | +144.0% | -11.6% | +31.7% |
| All | +213.1% | +260.9% | -47.8% | +40.4% |
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