+49.1%
IJH vs ALLE
+17.0%
+32.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.3% |
| 7D | +1.0% | +2.8% | -1.8% | -0.3% |
| 30D | -3.1% | -7.6% | +4.5% | +0.6% |
| 3M | +1.9% | +22.8% | -20.8% | -8.6% |
| 6M | +11.0% | +4.6% | +6.4% | +7.6% |
| YTD | +14.7% | -1.2% | +15.9% | +13.7% |
| 1Y | +15.6% | -9.1% | +24.7% | +19.6% |
| 3Y | +52.5% | +50.0% | +2.6% | +17.7% |
| 5Y | +49.1% | +15.2% | +33.8% | +27.0% |
| All | +49.1% | +17.0% | +32.1% | +27.0% |
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