+227.4%
IJR vs ALLE
+340.4%
-113.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -0.4% | -0.8% | +0.4% | 0.0% |
| 30D | +3.5% | +27.4% | -23.8% | -9.4% |
| 3M | -3.8% | +13.8% | -17.6% | -10.7% |
| 6M | +4.3% | +45.5% | -41.2% | -16.0% |
| YTD | +19.4% | +21.4% | -2.0% | +5.2% |
| 1Y | +20.5% | +15.4% | +5.2% | +9.3% |
| 3Y | +63.0% | +91.7% | -28.7% | +9.5% |
| 5Y | +28.6% | +54.5% | -25.9% | -4.6% |
| 10Y | +157.2% | +210.5% | -53.4% | +32.2% |
| All | +227.4% | +340.4% | -113.0% | +46.1% |
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