+31.3%
IOT vs ALLE
+49.7%
-18.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.8% | +2.8% | 0.0% | +1.6% |
| 30D | -1.8% | -7.6% | +5.8% | +1.4% |
| 3M | +17.9% | +22.8% | -4.9% | +7.6% |
| 6M | +13.5% | +4.6% | +8.9% | +11.2% |
| YTD | +13.3% | -1.2% | +14.5% | +13.8% |
| 1Y | -3.3% | -9.1% | +5.8% | +2.4% |
| 3Y | +31.3% | +50.0% | -18.6% | -18.3% |
| All | +31.3% | +49.7% | -18.4% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling