+41.7%
IYR vs ALLE
+92.1%
-50.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | +5.7% | +24.1% | -18.4% | -0.9% |
| 3M | -0.6% | +14.8% | -15.4% | -4.7% |
| 6M | +0.5% | +45.9% | -45.3% | -10.9% |
| YTD | +10.4% | +20.7% | -10.3% | +3.3% |
| 1Y | +9.2% | +14.2% | -5.0% | +4.3% |
| All | +41.7% | +92.1% | -50.4% | +8.4% |
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