+62.6%
IWM vs ALLE
+90.7%
-28.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -3.4% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -3.7% | +20.6% | -24.3% | -11.1% |
| 3M | -9.4% | +11.4% | -20.8% | -13.5% |
| 6M | -3.6% | +42.5% | -46.2% | -18.3% |
| YTD | +10.8% | +18.9% | -8.1% | +1.5% |
| 1Y | +11.9% | +14.2% | -2.3% | +4.8% |
| All | +62.6% | +90.7% | -28.1% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling