+55.6%
IOT vs ALLE
+24.3%
+31.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | -2.8% | +2.0% | +1.0% |
| 30D | -4.7% | -10.2% | +5.5% | +2.1% |
| 3M | +17.8% | +17.4% | +0.3% | +4.6% |
| 6M | +16.8% | +3.3% | +13.5% | +11.8% |
| YTD | +8.4% | -4.2% | +12.7% | +8.6% |
| 1Y | -0.8% | -10.5% | +9.7% | +4.6% |
| 3Y | +25.7% | +45.4% | -19.6% | -16.6% |
| All | +55.6% | +24.3% | +31.3% | +21.5% |
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