+13.9%
ALAB vs IRE
-98.0%
+112.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -33.9% | +14.3% | -11.0% |
| 7D | -38.2% | -57.1% | +18.9% | -24.8% |
| 30D | -54.0% | -84.4% | +30.5% | -30.2% |
| 3M | -43.6% | -85.0% | +41.3% | -17.1% |
| 6M | -16.8% | -95.2% | +78.5% | +40.2% |
| YTD | +7.9% | -93.9% | +101.8% | +47.2% |
| 1Y | -1.4% | -98.8% | +97.5% | +78.8% |
| All | +13.9% | -98.0% | +112.0% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling