-28.3%
ALB vs IAG
+814.3%
-842.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -4.0% |
| 7D | -8.1% | -0.5% | -7.5% | -8.0% |
| 30D | +6.3% | +28.9% | -22.6% | +0.2% |
| 3M | -23.6% | +19.1% | -42.7% | -27.0% |
| 6M | -24.6% | -10.3% | -14.4% | -24.4% |
| YTD | -10.3% | +24.2% | -34.5% | -15.3% |
| 1Y | +61.5% | +116.5% | -55.0% | +41.1% |
| All | -28.3% | +814.3% | -842.6% | -57.6% |
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 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