+75.8%
ALB vs IBN
-8.0%
+83.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.6% |
| 7D | -8.6% | -5.1% | -3.5% | -8.0% |
| 30D | -4.0% | -3.5% | -0.5% | -3.6% |
| 3M | -17.4% | +11.3% | -28.7% | -19.3% |
| 6M | -25.4% | +4.4% | -29.8% | -26.6% |
| YTD | -10.5% | -1.8% | -8.7% | -11.5% |
| 1Y | +75.8% | -8.0% | +83.8% | +70.8% |
| All | +75.8% | -8.0% | +83.8% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling