+24.8%
ALAB vs IRE
-97.8%
+122.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.5% | +16.2% | +14.4% |
| 7D | -5.6% | -15.5% | +9.9% | -4.5% |
| 30D | -36.6% | -70.4% | +33.8% | -18.3% |
| 3M | -35.1% | -81.6% | +46.5% | -9.5% |
| 6M | +8.5% | -94.7% | +103.2% | +78.6% |
| YTD | +30.4% | -91.8% | +122.1% | +58.4% |
| All | +24.8% | -97.8% | +122.6% | +97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling