+252.1%
IJH vs ALLE
+260.9%
-8.8%
-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% | -0.9% | -0.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | -1.5% | -6.8% | +5.3% | +2.1% |
| 3M | +0.8% | +21.0% | -20.3% | -9.6% |
| 6M | +7.6% | +1.1% | +6.5% | +5.8% |
| YTD | +15.5% | -0.5% | +16.0% | +13.9% |
| 1Y | +16.9% | -7.3% | +24.2% | +19.4% |
| 3Y | +48.1% | +42.3% | +5.8% | +18.0% |
| 5Y | +47.8% | +13.5% | +34.4% | +30.2% |
| 10Y | +178.6% | +144.0% | +34.5% | +65.3% |
| All | +252.1% | +260.9% | -8.8% | +78.7% |
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