+1,147.2%
ALB vs IAG
+377.5%
+769.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.3% | -4.2% |
| 7D | -8.1% | -0.5% | -7.5% | -8.1% |
| 30D | +6.3% | +28.9% | -22.6% | +2.7% |
| 3M | -23.6% | +19.1% | -42.7% | -25.6% |
| 6M | -24.6% | -10.3% | -14.4% | -24.3% |
| YTD | -10.3% | +24.2% | -34.5% | -13.4% |
| 1Y | +61.5% | +116.5% | -55.0% | +45.9% |
| 3Y | -34.0% | +742.8% | -776.8% | -50.8% |
| 5Y | -44.6% | +753.3% | -797.9% | -60.5% |
| 10Y | +76.1% | +403.2% | -327.1% | +21.1% |
| All | +1,147.2% | +377.5% | +769.7% | +599.5% |
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