+271.7%
IWD vs ALLE
+331.3%
-59.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -1.4% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | +2.6% | +20.6% | -17.9% | -5.6% |
| 3M | +1.2% | +11.4% | -10.2% | -3.8% |
| 6M | +12.1% | +42.5% | -30.4% | -4.9% |
| YTD | +24.1% | +18.9% | +5.3% | +13.2% |
| 1Y | +28.5% | +14.2% | +14.3% | +19.2% |
| 3Y | +79.5% | +90.7% | -11.2% | +29.1% |
| 5Y | +70.3% | +52.5% | +17.8% | +32.7% |
| 10Y | +212.5% | +231.2% | -18.7% | +71.5% |
| All | +271.7% | +331.3% | -59.6% | +87.2% |
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