+169.0%
IJR vs ALLE
+155.7%
+13.4%
-44.4%
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% | +0.5% |
| 7D | -1.1% | -2.2% | +1.0% | +0.1% |
| 30D | -3.6% | -8.3% | +4.7% | +1.1% |
| 3M | +2.3% | +16.3% | -13.9% | -6.9% |
| 6M | +14.3% | +1.8% | +12.5% | +11.7% |
| YTD | +19.3% | -3.9% | +23.2% | +19.8% |
| 1Y | +22.6% | -10.0% | +32.6% | +27.6% |
| 3Y | +53.5% | +45.8% | +7.7% | +18.5% |
| 5Y | +39.9% | +13.3% | +26.7% | +22.4% |
| All | +169.0% | +155.7% | +13.4% | +53.4% |
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