+33.0%
ALB vs IBN
+364.2%
-331.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.2% | -5.5% | -4.7% |
| 7D | +5.3% | +15.8% | -10.5% | -0.8% |
| 30D | -6.3% | +25.1% | -31.3% | -14.5% |
| 3M | -27.4% | +16.0% | -43.4% | -31.8% |
| 6M | -53.1% | +32.8% | -85.9% | -58.4% |
| YTD | -32.3% | +18.0% | -50.3% | -37.3% |
| 1Y | -7.3% | +15.9% | -23.2% | -13.5% |
| 3Y | -14.9% | +57.6% | -72.6% | -31.2% |
| 5Y | -62.0% | +74.7% | -136.7% | -70.5% |
| 10Y | +33.0% | +373.9% | -340.9% | -24.6% |
| All | +33.0% | +364.2% | -331.1% | -24.6% |
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