+140.1%
IYR vs ALLE
+340.4%
-200.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +6.1% | +27.4% | -21.3% | -4.4% |
| 3M | +0.9% | +13.8% | -12.9% | -4.8% |
| 6M | +1.2% | +45.5% | -44.3% | -14.6% |
| YTD | +11.1% | +21.4% | -10.3% | +0.6% |
| 1Y | +9.0% | +15.4% | -6.4% | +0.8% |
| 3Y | +41.4% | +91.7% | -50.3% | +2.4% |
| 5Y | +6.7% | +54.5% | -47.9% | -16.6% |
| 10Y | +87.7% | +210.5% | -122.9% | +12.9% |
| All | +140.1% | +340.4% | -200.4% | +31.6% |
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