+87.3%
ALB vs IAG
+401.0%
-313.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -5.0% | -3.1% |
| 7D | -8.6% | +1.7% | -10.3% | -8.8% |
| 30D | -4.0% | +11.4% | -15.5% | -5.4% |
| 3M | -17.4% | +33.0% | -50.4% | -20.3% |
| 6M | -25.4% | -6.0% | -19.4% | -25.6% |
| YTD | -10.5% | +24.6% | -35.1% | -13.2% |
| 1Y | +75.8% | +105.0% | -29.2% | +63.2% |
| 3Y | -28.5% | +837.9% | -866.4% | -43.1% |
| 5Y | -45.1% | +817.0% | -862.1% | -57.8% |
| 10Y | +87.3% | +425.3% | -338.0% | +41.0% |
| All | +87.3% | +401.0% | -313.6% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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