+183.1%
IJH vs ALLE
+146.0%
+37.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.4% |
| 7D | -0.7% | -2.2% | +1.4% | +0.4% |
| 30D | -3.8% | -8.3% | +4.5% | +0.6% |
| 3M | 0.0% | +16.3% | -16.2% | -8.6% |
| 6M | +8.8% | +1.8% | +6.9% | +6.4% |
| YTD | +13.5% | -3.9% | +17.5% | +13.9% |
| 1Y | +15.4% | -10.0% | +25.4% | +19.9% |
| 3Y | +50.9% | +45.8% | +5.1% | +17.1% |
| 5Y | +47.8% | +13.3% | +34.5% | +29.5% |
| 10Y | +183.1% | +155.3% | +27.8% | +66.5% |
| All | +183.1% | +146.0% | +37.1% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling