+67.1%
IVZ vs ALLE
+260.9%
-193.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.3% |
| 7D | +0.6% | -0.2% | +0.9% | +0.8% |
| 30D | +4.0% | -6.8% | +10.8% | +9.5% |
| 3M | +18.2% | +21.0% | -2.9% | +0.2% |
| 6M | +32.8% | +1.1% | +31.7% | +28.9% |
| YTD | +28.7% | -0.5% | +29.3% | +25.5% |
| 1Y | +55.4% | -7.3% | +62.6% | +59.3% |
| 3Y | +135.2% | +42.3% | +93.0% | +67.9% |
| 5Y | +64.2% | +13.5% | +50.7% | +38.4% |
| 10Y | +64.6% | +144.0% | -79.4% | -21.5% |
| All | +67.1% | +260.9% | -193.7% | -35.3% |
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