+137.4%
IYR vs ALLE
+327.3%
-189.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | +2.0% | -0.6% | +2.5% | +2.2% |
| 30D | +8.2% | +25.3% | -17.1% | -1.8% |
| 3M | -1.7% | +10.3% | -12.0% | -6.1% |
| 6M | -0.4% | +38.0% | -38.4% | -14.0% |
| YTD | +9.9% | +17.8% | -7.9% | +0.7% |
| 1Y | +10.4% | +13.6% | -3.2% | +2.8% |
| 3Y | +38.4% | +89.2% | -50.8% | +0.8% |
| 5Y | +5.2% | +51.1% | -45.8% | -17.0% |
| 10Y | +83.8% | +228.1% | -144.3% | +9.1% |
| All | +137.4% | +327.3% | -189.9% | +31.8% |
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 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