+2,001.8%
ALB vs IBN
+1,532.9%
+468.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -8.1% | +1.4% | -9.5% | -8.4% |
| 30D | +6.3% | -0.3% | +6.6% | +6.3% |
| 3M | -23.6% | +17.1% | -40.7% | -26.9% |
| 6M | -24.6% | +3.4% | -28.0% | -25.5% |
| YTD | -10.3% | +2.5% | -12.8% | -11.3% |
| 1Y | +61.5% | -4.2% | +65.6% | +62.3% |
| 3Y | -34.0% | +32.4% | -66.4% | -39.5% |
| 5Y | -44.6% | +59.2% | -103.8% | -51.5% |
| 10Y | +76.1% | +345.7% | -269.6% | +13.3% |
| All | +2,001.8% | +1,532.9% | +468.9% | +881.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling