+4.1%
ALC vs IBN
+57.3%
-53.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.5% |
| 30D | +16.0% | +22.1% | -6.1% | +10.7% |
| 3M | +0.8% | +17.1% | -16.3% | -3.0% |
| 6M | +16.8% | +35.5% | -18.7% | +8.9% |
| YTD | -5.5% | +16.8% | -22.3% | -9.4% |
| 1Y | -5.3% | +12.4% | -17.6% | -8.5% |
| 3Y | +4.1% | +58.0% | -54.0% | -3.6% |
| All | +4.1% | +57.3% | -53.3% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling