+44.6%
ALAB vs IRE
-97.8%
+142.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.5% | +12.2% | +2.0% |
| 7D | +26.9% | +11.1% | +15.8% | +20.9% |
| 30D | -30.0% | -75.2% | +45.2% | -7.1% |
| 3M | -28.5% | -86.4% | +57.8% | +6.1% |
| 6M | +11.4% | -94.8% | +106.3% | +83.0% |
| YTD | +36.9% | -93.3% | +130.2% | +77.9% |
| 1Y | +44.4% | -97.5% | +141.8% | +121.8% |
| All | +44.6% | -97.8% | +142.4% | +119.8% |
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