-16.2%
ALC vs IBN
+56.7%
-72.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.1% |
| 7D | -3.7% | -2.2% | -1.5% | -3.0% |
| 30D | -3.7% | -2.3% | -1.5% | -3.0% |
| 3M | +4.6% | +15.9% | -11.3% | -0.4% |
| 6M | -14.6% | +5.6% | -20.2% | -16.3% |
| YTD | -11.9% | -0.1% | -11.8% | -12.2% |
| 1Y | -13.1% | -6.5% | -6.6% | -11.8% |
| 3Y | -15.0% | +29.3% | -44.3% | -24.6% |
| 5Y | -16.2% | +56.6% | -72.8% | -32.9% |
| All | -16.2% | +56.7% | -72.9% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling