+31.6%
ALC vs IBN
+213.8%
-182.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.3% | -3.3% |
| 7D | +4.9% | +15.1% | -10.2% | +0.8% |
| 30D | +19.0% | +21.6% | -2.7% | +12.6% |
| 3M | +7.8% | +11.2% | -3.4% | +4.5% |
| 6M | +14.6% | +27.8% | -13.2% | +6.8% |
| YTD | -4.4% | +14.7% | -19.1% | -8.5% |
| 1Y | +1.4% | +14.4% | -13.0% | -2.8% |
| 3Y | +2.5% | +52.1% | -49.6% | -10.5% |
| 5Y | -10.9% | +70.7% | -81.6% | -25.3% |
| All | +31.6% | +213.8% | -182.2% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling