+166.7%
IJR vs ALLE
+154.9%
+11.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.7% |
| 7D | -2.3% | -2.8% | +0.4% | -0.8% |
| 30D | -4.7% | -10.2% | +5.5% | +1.1% |
| 3M | +2.1% | +17.4% | -15.3% | -7.6% |
| 6M | +13.9% | +3.3% | +10.5% | +10.3% |
| YTD | +18.2% | -4.2% | +22.5% | +18.9% |
| 1Y | +21.8% | -10.5% | +32.4% | +27.3% |
| 3Y | +52.2% | +45.4% | +6.8% | +17.7% |
| 5Y | +40.1% | +11.9% | +28.2% | +23.4% |
| All | +166.7% | +154.9% | +11.8% | +52.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling