+33.0%
ALB vs IAG
+336.8%
-303.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.7% | +2.4% | -3.4% |
| 7D | +5.3% | +16.8% | -11.6% | +3.2% |
| 30D | -6.3% | -1.5% | -4.8% | -6.2% |
| 3M | -27.4% | +0.5% | -27.9% | -27.7% |
| 6M | -53.1% | -1.0% | -52.1% | -53.3% |
| YTD | -32.3% | +12.3% | -44.6% | -33.7% |
| 1Y | -7.3% | +39.2% | -46.5% | -11.0% |
| 3Y | -14.9% | +712.3% | -727.2% | -31.7% |
| 5Y | -62.0% | +484.2% | -546.3% | -70.2% |
| 10Y | +33.0% | +382.3% | -349.3% | +0.9% |
| All | +33.0% | +336.8% | -303.8% | +0.9% |
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