+33.7%
ALAB vs IAG
+100.7%
-67.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.1% | -6.4% |
| 7D | +3.2% | +4.3% | -1.1% | +1.7% |
| 30D | -13.6% | +9.8% | -23.3% | -16.5% |
| 3M | -16.6% | +28.9% | -45.5% | -24.3% |
| 6M | +142.3% | -7.6% | +149.9% | +140.2% |
| YTD | +73.6% | +22.0% | +51.7% | +58.1% |
| 1Y | +33.7% | +99.5% | -65.8% | -3.7% |
| All | +33.7% | +100.7% | -67.0% | -3.7% |
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