-16.3%
ALB vs IRE
-97.2%
+80.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.5% | +12.3% | -0.5% |
| 7D | -3.6% | +11.1% | -14.7% | -4.4% |
| 30D | -2.9% | -75.2% | +72.3% | +2.2% |
| 3M | -25.8% | -86.4% | +60.5% | -20.2% |
| 6M | -53.6% | -94.8% | +41.3% | -48.7% |
| YTD | -32.4% | -93.3% | +60.9% | -28.1% |
| All | -16.3% | -97.2% | +80.9% | -12.5% |
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 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