+12.2%
IOT vs ALLE
-5.8%
+18.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | +3.8% | -6.8% | +10.6% | +4.0% |
| 3M | +14.2% | +21.0% | -6.9% | +15.0% |
| 6M | +40.1% | +1.1% | +39.0% | +45.9% |
| YTD | +13.4% | -0.5% | +13.9% | +19.1% |
| 1Y | +12.2% | -7.3% | +19.4% | +25.2% |
| All | +12.2% | -5.8% | +18.0% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling