-9.3%
ALB vs IBN
+56.2%
-65.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +9.5% | +14.6% | -5.2% | +5.1% |
| 30D | -2.1% | +23.5% | -25.6% | -8.2% |
| 3M | -24.1% | +14.0% | -38.1% | -27.2% |
| 6M | -51.0% | +31.1% | -82.1% | -55.2% |
| YTD | -29.3% | +16.6% | -45.9% | -33.1% |
| 1Y | +3.2% | +14.9% | -11.7% | -1.8% |
| 3Y | -9.3% | +56.9% | -66.2% | -19.0% |
| All | -9.3% | +56.2% | -65.5% | -19.0% |
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