+9.9%
ALB vs IRE
-97.2%
+107.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +39.6% | -38.7% | -0.8% |
| 7D | +9.1% | -27.2% | +36.2% | +9.5% |
| 30D | -3.4% | -75.1% | +71.7% | +1.5% |
| 3M | -20.6% | -77.9% | +57.3% | -16.9% |
| 6M | -48.2% | -94.6% | +46.4% | -43.3% |
| YTD | -29.2% | -91.5% | +62.3% | -26.0% |
| 1Y | +10.0% | -97.8% | +107.8% | +18.3% |
| All | +9.9% | -97.2% | +107.1% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling