-9.1%
ALC vs IBN
+13.1%
-22.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -6.2% | +5.7% | -11.9% | -7.9% |
| 30D | +14.0% | +20.5% | -6.5% | +7.2% |
| 3M | -2.4% | +15.2% | -17.6% | -7.0% |
| 6M | +12.6% | +34.5% | -21.9% | +2.5% |
| YTD | -8.4% | +16.4% | -24.8% | -14.1% |
| 1Y | -9.1% | +13.5% | -22.7% | -14.2% |
| All | -9.1% | +13.1% | -22.2% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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