+9.8%
ALB vs IRE
-97.3%
+107.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | 0.0% |
| 7D | +9.5% | -15.5% | +25.0% | +9.2% |
| 30D | -2.1% | -70.4% | +68.3% | +2.1% |
| 3M | -24.1% | -81.6% | +57.5% | -19.8% |
| 6M | -51.0% | -94.7% | +43.7% | -46.3% |
| YTD | -29.3% | -91.8% | +62.4% | -26.0% |
| 1Y | +3.2% | -97.6% | +100.7% | +10.6% |
| All | +9.8% | -97.3% | +107.1% | +16.4% |
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 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