+37.2%
ALAB vs IRE
-97.7%
+135.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.8% | +15.5% | +3.6% |
| 7D | -7.5% | -41.9% | +34.4% | +2.9% |
| 30D | -36.8% | -75.1% | +38.2% | -16.0% |
| 3M | -31.9% | -82.4% | +50.5% | -5.0% |
| 6M | +8.2% | -95.5% | +103.7% | +82.4% |
| YTD | +29.9% | -93.1% | +123.0% | +68.0% |
| 1Y | +24.4% | -97.8% | +122.2% | +96.0% |
| All | +37.2% | -97.7% | +135.0% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling