+56.5%
IOT vs ALLE
+24.7%
+31.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -1.0% | -2.0% |
| 7D | +5.1% | -2.2% | +7.2% | +6.6% |
| 30D | -3.0% | -8.3% | +5.3% | +2.5% |
| 3M | +15.0% | +16.3% | -1.3% | +2.8% |
| 6M | +13.1% | +1.8% | +11.3% | +9.5% |
| YTD | +9.0% | -3.9% | +13.0% | +9.0% |
| 1Y | +0.1% | -10.0% | +10.2% | +5.1% |
| 3Y | +26.4% | +45.8% | -19.4% | -16.3% |
| All | +56.5% | +24.7% | +31.8% | +21.9% |
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