+883.5%
ALB vs IAG
+337.4%
+546.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | 0.0% |
| 7D | +9.1% | +21.4% | -12.4% | +6.3% |
| 30D | -3.4% | +4.0% | -7.5% | -4.0% |
| 3M | -20.6% | +17.0% | -37.6% | -22.4% |
| 6M | -48.2% | +1.4% | -49.6% | -48.6% |
| YTD | -29.2% | +13.8% | -43.0% | -31.0% |
| 1Y | +10.0% | +55.8% | -45.8% | +3.3% |
| 3Y | -12.9% | +647.4% | -660.3% | -34.1% |
| 5Y | -61.3% | +519.1% | -580.4% | -71.3% |
| 10Y | +35.8% | +345.6% | -309.8% | -4.8% |
| All | +883.5% | +337.4% | +546.2% | +457.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling