+144.3%
IWM vs ALLE
+208.6%
-64.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.8% | +1.6% | +1.2% | +1.9% |
| 30D | +0.6% | +24.1% | -23.5% | -10.7% |
| 3M | -7.8% | +14.8% | -22.6% | -14.9% |
| 6M | -1.0% | +45.9% | -46.8% | -20.5% |
| YTD | +13.9% | +20.7% | -6.9% | +0.5% |
| 1Y | +15.4% | +14.2% | +1.3% | +5.1% |
| 3Y | +70.2% | +90.7% | -20.5% | +13.7% |
| 5Y | +23.7% | +50.6% | -26.9% | -7.5% |
| All | +144.3% | +208.6% | -64.2% | +28.0% |
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 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