+24.5%
ALAB vs IAG
+56.5%
-32.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +10.2% | -14.7% | -8.2% |
| 7D | -24.9% | +1.1% | -26.0% | -25.3% |
| 30D | -38.4% | -5.3% | -33.1% | -37.2% |
| 3M | -38.3% | +18.0% | -56.3% | -42.6% |
| 6M | +10.9% | +7.1% | +3.8% | +6.0% |
| YTD | +34.2% | +5.9% | +28.3% | +26.1% |
| 1Y | +24.5% | +59.4% | -34.9% | -6.9% |
| All | +24.5% | +56.5% | -32.0% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling