+92.8%
ALB vs IBN
+319.4%
-226.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.6% |
| 7D | -4.4% | -2.2% | -2.2% | -3.6% |
| 30D | -1.2% | -2.3% | +1.1% | -0.4% |
| 3M | -13.3% | +15.9% | -29.2% | -18.6% |
| 6M | -19.8% | +5.6% | -25.4% | -21.9% |
| YTD | -7.9% | -0.1% | -7.9% | -8.6% |
| 1Y | +60.2% | -6.5% | +66.7% | +62.8% |
| 3Y | -26.4% | +29.3% | -55.7% | -35.2% |
| 5Y | -42.5% | +56.6% | -99.1% | -53.0% |
| All | +92.8% | +319.4% | -226.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling