-42.5%
ALB vs IAG
+766.8%
-809.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.9% |
| 7D | -4.4% | +4.3% | -8.7% | -5.2% |
| 30D | -1.2% | +9.8% | -10.9% | -3.1% |
| 3M | -13.3% | +28.9% | -42.2% | -17.6% |
| 6M | -19.8% | -7.6% | -12.2% | -19.8% |
| YTD | -7.9% | +22.0% | -29.9% | -12.0% |
| 1Y | +60.2% | +99.5% | -39.4% | +43.2% |
| 3Y | -26.4% | +818.3% | -844.7% | -49.6% |
| 5Y | -42.5% | +785.9% | -828.4% | -62.8% |
| All | -42.5% | +766.8% | -809.3% | -62.8% |
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