+67.3%
IOT vs ALLE
+56.7%
+10.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.6% | -1.8% |
| 7D | +0.6% | +1.6% | -1.0% | -0.4% |
| 30D | +0.1% | +24.1% | -24.0% | -13.0% |
| 3M | +5.0% | +14.8% | -9.8% | -4.2% |
| 6M | +47.0% | +45.9% | +1.2% | +13.0% |
| YTD | +16.6% | +20.7% | -4.2% | +0.4% |
| 1Y | +4.8% | +14.2% | -9.4% | -5.8% |
| 3Y | +72.2% | +90.7% | -18.5% | -5.7% |
| All | +67.3% | +56.7% | +10.6% | +12.3% |
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 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