+205.0%
IWD vs ALLE
+233.6%
-28.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.8% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | +3.6% | +26.6% | -23.0% | -6.8% |
| 3M | +2.3% | +13.2% | -10.8% | -3.5% |
| 6M | +13.0% | +42.9% | -29.8% | -4.5% |
| YTD | +26.2% | +21.0% | +5.1% | +14.0% |
| 1Y | +30.5% | +15.2% | +15.3% | +20.5% |
| 3Y | +86.2% | +95.6% | -9.4% | +31.0% |
| 5Y | +72.9% | +53.4% | +19.5% | +33.6% |
| 10Y | +205.0% | +221.5% | -16.5% | +75.4% |
| All | +205.0% | +233.6% | -28.6% | +75.4% |
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