+38.6%
ALB vs IAG
+389.3%
-350.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | -5.8% | -7.7% | +1.9% | -4.9% |
| 30D | -4.5% | +1.6% | -6.1% | -4.8% |
| 3M | -28.1% | -2.4% | -25.7% | -28.1% |
| 6M | -53.2% | -7.8% | -45.4% | -53.0% |
| YTD | -33.3% | +5.0% | -38.3% | -34.1% |
| 1Y | -17.4% | +25.7% | -43.1% | -19.8% |
| 3Y | -14.1% | +694.5% | -708.6% | -30.8% |
| 5Y | -64.0% | +421.7% | -485.7% | -71.5% |
| All | +38.6% | +389.3% | -350.7% | +5.6% |
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