+369.5%
ALAB vs IAG
+593.8%
-224.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | -6.2% | -1.1% | -5.1% | -5.8% |
| 30D | -8.7% | +12.1% | -20.8% | -12.1% |
| 3M | -20.7% | +25.5% | -46.3% | -26.8% |
| 6M | +133.5% | -7.1% | +140.6% | +132.6% |
| YTD | +75.1% | +22.9% | +52.2% | +59.9% |
| 1Y | +25.0% | +83.3% | -58.3% | +1.1% |
| All | +369.5% | +593.8% | -224.4% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling