-15.5%
ALC vs IBN
+61.6%
-77.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.5% |
| 30D | -0.1% | -0.3% | +0.2% | 0.0% |
| 3M | +5.9% | +17.1% | -11.2% | +0.5% |
| 6M | -15.9% | +3.4% | -19.3% | -17.1% |
| YTD | -10.1% | +2.5% | -12.6% | -11.2% |
| 1Y | -10.2% | -4.2% | -6.1% | -9.6% |
| 3Y | -13.6% | +32.4% | -45.9% | -23.9% |
| All | -15.5% | +61.6% | -77.1% | -33.0% |
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