+21.1%
ALAB vs IRE
-97.2%
+118.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +39.6% | -33.3% | -3.6% |
| 7D | -26.3% | -27.2% | +0.9% | -22.5% |
| 30D | -50.1% | -75.1% | +25.0% | -33.4% |
| 3M | -42.5% | -77.9% | +35.4% | -24.2% |
| 6M | -10.8% | -94.6% | +83.7% | +43.6% |
| YTD | +14.6% | -91.5% | +106.2% | +41.8% |
| 1Y | +17.1% | -97.8% | +115.0% | +83.0% |
| All | +21.1% | -97.2% | +118.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling