+8.9%
ALB vs IRE
-98.0%
+107.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -33.9% | +37.5% | +5.1% |
| 7D | +5.5% | -57.1% | +62.6% | +8.7% |
| 30D | -7.5% | -84.4% | +76.9% | -0.5% |
| 3M | -16.9% | -85.0% | +68.0% | -11.4% |
| 6M | -49.2% | -95.2% | +46.0% | -44.1% |
| YTD | -29.9% | -93.9% | +64.1% | -25.4% |
| 1Y | +8.2% | -98.8% | +107.0% | +19.3% |
| All | +8.9% | -98.0% | +107.0% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling