+205.1%
IWD vs ALLE
+222.4%
-17.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | 0.0% |
| 7D | -0.5% | -0.6% | +0.1% | -0.2% |
| 30D | +2.7% | +25.3% | -22.7% | -7.2% |
| 3M | +0.9% | +10.3% | -9.4% | -3.8% |
| 6M | +10.5% | +38.0% | -27.5% | -5.2% |
| YTD | +23.7% | +17.8% | +5.9% | +13.0% |
| 1Y | +28.7% | +13.6% | +15.1% | +19.5% |
| 3Y | +79.7% | +89.2% | -9.5% | +28.2% |
| 5Y | +69.7% | +51.1% | +18.6% | +31.8% |
| All | +205.1% | +222.4% | -17.4% | +76.0% |
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