+64.3%
IYR vs ALLE
+148.2%
-83.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.4% | +2.8% | -3.2% | -1.6% |
| 30D | -2.5% | -7.6% | +5.1% | +0.9% |
| 3M | +1.5% | +22.8% | -21.3% | -8.2% |
| 6M | +3.9% | +4.6% | -0.7% | +0.6% |
| YTD | +9.5% | -1.2% | +10.7% | +8.3% |
| 1Y | +7.5% | -9.1% | +16.6% | +10.3% |
| 3Y | +30.8% | +50.0% | -19.2% | +3.6% |
| 5Y | +4.8% | +15.2% | -10.5% | -7.8% |
| 10Y | +64.3% | +151.1% | -86.8% | +8.8% |
| All | +64.3% | +148.2% | -83.9% | +8.8% |
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