-29.5%
ALB vs IBN
+34.1%
-63.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.2% |
| 7D | -8.1% | +1.4% | -9.5% | -8.5% |
| 30D | +6.3% | -0.3% | +6.6% | +6.3% |
| 3M | -23.6% | +17.1% | -40.7% | -27.9% |
| 6M | -24.6% | +3.4% | -28.0% | -25.8% |
| YTD | -10.3% | +2.5% | -12.8% | -11.6% |
| 1Y | +61.5% | -4.2% | +65.6% | +62.3% |
| All | -29.5% | +34.1% | -63.6% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling