-7.3%
ALB vs IAG
+42.2%
-49.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.7% | +2.4% | -1.9% |
| 7D | +5.3% | +16.8% | -11.6% | -0.5% |
| 30D | -6.3% | -1.5% | -4.8% | -6.3% |
| 3M | -27.4% | +0.5% | -27.9% | -28.5% |
| 6M | -53.1% | -1.0% | -52.1% | -54.0% |
| YTD | -32.3% | +12.3% | -44.6% | -38.0% |
| 1Y | -7.3% | +39.2% | -46.5% | -21.7% |
| All | -7.3% | +42.2% | -49.5% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling