+243.4%
IJH vs ALLE
+342.5%
-99.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +2.3% | +3.6% | -1.3% | +0.5% |
| 30D | +2.1% | +25.9% | -23.8% | -9.7% |
| 3M | -5.7% | +15.8% | -21.4% | -13.0% |
| 6M | +1.4% | +48.1% | -46.7% | -18.4% |
| YTD | +12.6% | +22.0% | -9.3% | -0.5% |
| 1Y | +16.1% | +18.0% | -1.9% | +4.3% |
| 3Y | +57.8% | +93.1% | -35.3% | +6.7% |
| 5Y | +36.8% | +52.1% | -15.3% | +3.1% |
| 10Y | +173.7% | +212.0% | -38.3% | +43.1% |
| All | +243.4% | +342.5% | -99.0% | +56.1% |
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