+269.3%
IWD vs ALLE
+260.9%
+8.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -0.3% | -0.2% | 0.0% | -0.2% |
| 30D | +0.6% | -6.8% | +7.4% | +3.6% |
| 3M | +7.2% | +21.0% | -13.8% | -2.0% |
| 6M | +16.2% | +1.1% | +15.1% | +14.5% |
| YTD | +23.3% | -0.5% | +23.9% | +21.8% |
| 1Y | +29.6% | -7.3% | +36.8% | +31.8% |
| 3Y | +70.5% | +42.3% | +28.2% | +40.0% |
| 5Y | +73.5% | +13.5% | +60.0% | +54.7% |
| 10Y | +198.3% | +144.0% | +54.3% | +86.1% |
| All | +269.3% | +260.9% | +8.4% | +101.5% |
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