+1,555.3%
ALB vs IBN
+1,756.6%
-201.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | +9.5% | +14.6% | -5.2% | +5.5% |
| 30D | -2.1% | +23.5% | -25.6% | -7.7% |
| 3M | -24.1% | +14.0% | -38.1% | -26.9% |
| 6M | -51.0% | +31.1% | -82.1% | -54.6% |
| YTD | -29.3% | +16.6% | -45.9% | -32.6% |
| 1Y | +3.2% | +14.9% | -11.7% | -1.2% |
| 3Y | -9.3% | +56.9% | -66.2% | -20.8% |
| 5Y | -61.6% | +69.7% | -131.3% | -67.0% |
| 10Y | +40.8% | +365.4% | -324.6% | -10.6% |
| All | +1,555.3% | +1,756.6% | -201.2% | +645.3% |
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