+161.6%
IWM vs ALLE
+222.4%
-60.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | -2.0% | -0.6% | -1.5% | -1.7% |
| 30D | -1.5% | +25.3% | -26.8% | -13.1% |
| 3M | -8.0% | +10.3% | -18.3% | -13.3% |
| 6M | -4.1% | +38.0% | -42.1% | -20.7% |
| YTD | +11.9% | +17.8% | -5.8% | +0.1% |
| 1Y | +15.0% | +13.6% | +1.4% | +4.9% |
| 3Y | +64.2% | +89.2% | -25.0% | +10.0% |
| 5Y | +20.4% | +51.1% | -30.7% | -10.2% |
| All | +161.6% | +222.4% | -60.9% | +35.9% |
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