+136.8%
IYR vs ALLE
+260.9%
-124.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | -6.8% | +3.9% | 0.0% |
| 3M | +0.8% | +21.0% | -20.2% | -7.7% |
| 6M | +1.9% | +1.1% | +0.7% | +0.4% |
| YTD | +9.6% | -0.5% | +10.2% | +8.2% |
| 1Y | +8.1% | -7.3% | +15.3% | +9.8% |
| 3Y | +29.2% | +42.3% | -13.1% | +6.6% |
| 5Y | +4.3% | +13.5% | -9.2% | -6.9% |
| 10Y | +64.7% | +144.0% | -79.3% | +9.3% |
| All | +136.8% | +260.9% | -124.0% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling