+41.1%
IJR vs ALLE
+17.0%
+24.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +0.9% | +2.8% | -1.9% | -0.5% |
| 30D | -3.1% | -7.6% | +4.5% | +0.7% |
| 3M | +4.4% | +22.8% | -18.4% | -6.9% |
| 6M | +16.1% | +4.6% | +11.5% | +12.3% |
| YTD | +20.6% | -1.2% | +21.8% | +19.5% |
| 1Y | +22.9% | -9.1% | +32.0% | +27.3% |
| 3Y | +55.2% | +50.0% | +5.2% | +19.5% |
| 5Y | +41.1% | +15.2% | +25.8% | +19.6% |
| All | +41.1% | +17.0% | +24.1% | +19.6% |
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