-9.2%
ALB vs IAG
+708.6%
-717.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -0.7% |
| 7D | +9.1% | +21.4% | -12.4% | +4.3% |
| 30D | -3.4% | +4.0% | -7.5% | -4.6% |
| 3M | -20.6% | +17.0% | -37.6% | -23.9% |
| 6M | -48.2% | +1.4% | -49.6% | -49.0% |
| YTD | -29.2% | +13.8% | -43.0% | -32.1% |
| 1Y | +10.0% | +55.8% | -45.8% | +0.5% |
| All | -9.2% | +708.6% | -717.8% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling