+3.6%
ALB vs IRE
-98.1%
+101.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.4% | +13.0% | -0.8% |
| 7D | -5.8% | -31.8% | +26.1% | -4.3% |
| 30D | -4.5% | -71.8% | +67.2% | -0.3% |
| 3M | -28.1% | -88.9% | +60.8% | -22.1% |
| 6M | -53.2% | -95.4% | +42.2% | -48.3% |
| YTD | -33.3% | -94.2% | +60.9% | -29.2% |
| 1Y | -17.4% | -97.1% | +79.7% | -11.6% |
| All | +3.6% | -98.1% | +101.7% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling