+61.6%
IBIT vs ALLE
+58.8%
+2.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.9% | -2.2% | -4.5% |
| 7D | -5.9% | 0.0% | -5.9% | -5.8% |
| 30D | -11.3% | +20.6% | -31.8% | -14.6% |
| 3M | +17.1% | +11.4% | +5.7% | +14.7% |
| 6M | -7.0% | +42.5% | -49.6% | -14.5% |
| YTD | -13.3% | +18.9% | -32.2% | -16.4% |
| 1Y | -27.0% | +14.2% | -41.1% | -28.6% |
| All | +61.6% | +58.8% | +2.7% | +40.6% |
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