+73.4%
IWD vs ALLE
+53.5%
+19.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +3.6% | +25.9% | -22.3% | -4.6% |
| 3M | +2.0% | +14.9% | -12.8% | -3.0% |
| 6M | +13.1% | +42.1% | -29.1% | -1.1% |
| YTD | +26.2% | +20.4% | +5.8% | +16.7% |
| 1Y | +29.6% | +14.9% | +14.7% | +22.1% |
| 3Y | +84.3% | +90.1% | -5.8% | +38.6% |
| 5Y | +73.4% | +53.0% | +20.5% | +39.0% |
| All | +73.4% | +53.5% | +19.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling