-61.6%
ALB vs IAG
+505.2%
-566.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -0.5% |
| 7D | +9.1% | +21.4% | -12.4% | +5.1% |
| 30D | -3.4% | +4.0% | -7.5% | -4.4% |
| 3M | -20.6% | +17.0% | -37.6% | -23.3% |
| 6M | -48.2% | +1.4% | -49.6% | -48.8% |
| YTD | -29.2% | +13.8% | -43.0% | -31.7% |
| 1Y | +10.0% | +55.8% | -45.8% | +1.3% |
| 3Y | -12.9% | +647.4% | -660.3% | -39.6% |
| All | -61.6% | +505.2% | -566.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling