+400.4%
ALAB vs IAG
+601.4%
-201.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.2% | +11.9% | +10.4% |
| 7D | +7.2% | -0.5% | +7.8% | +7.3% |
| 30D | -2.5% | +28.9% | -31.4% | -10.4% |
| 3M | -13.3% | +19.1% | -32.4% | -18.6% |
| 6M | +172.8% | -10.3% | +183.1% | +173.8% |
| YTD | +86.6% | +24.2% | +62.4% | +69.7% |
| 1Y | +65.2% | +116.5% | -51.3% | +27.4% |
| All | +400.4% | +601.4% | -201.0% | +180.6% |
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