+207.4%
ALAB vs IAG
+542.5%
-335.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.2% | -0.9% | +4.0% |
| 7D | -26.3% | +21.4% | -47.7% | -31.0% |
| 30D | -50.1% | +4.0% | -54.2% | -50.8% |
| 3M | -42.5% | +17.0% | -59.5% | -45.5% |
| 6M | -10.8% | +1.4% | -12.3% | -12.5% |
| YTD | +14.6% | +13.8% | +0.9% | +7.1% |
| 1Y | +17.1% | +55.8% | -38.7% | +0.4% |
| All | +207.4% | +542.5% | -335.0% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling