+72.4%
IWD vs ALLE
+42.6%
+29.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +0.6% | -6.8% | +7.4% | +2.6% |
| 3M | +7.2% | +21.0% | -13.8% | +0.7% |
| 6M | +16.2% | +1.1% | +15.1% | +15.5% |
| YTD | +23.3% | -0.5% | +23.9% | +22.5% |
| 1Y | +29.6% | -7.3% | +36.8% | +31.8% |
| All | +72.4% | +42.6% | +29.9% | +45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling