+8.6%
ALB vs IRE
-97.6%
+106.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -23.2% | +28.5% | +6.3% |
| 7D | -2.1% | -46.8% | +44.8% | +0.3% |
| 30D | -9.0% | -75.5% | +66.5% | -4.0% |
| 3M | -21.1% | -79.4% | +58.3% | -16.9% |
| 6M | -49.9% | -91.3% | +41.4% | -46.4% |
| YTD | -32.3% | -90.8% | +58.5% | -28.5% |
| 1Y | +8.6% | -97.7% | +106.3% | +13.4% |
| All | +8.6% | -97.6% | +106.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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