-42.7%
ALK vs IAG
+365.5%
-408.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.6% | -0.1% |
| 7D | +9.0% | +21.4% | -12.4% | +7.1% |
| 30D | -1.6% | +4.0% | -5.7% | -2.1% |
| 3M | -23.2% | +17.0% | -40.2% | -24.5% |
| 6M | -3.9% | +1.4% | -5.3% | -4.6% |
| YTD | -22.6% | +13.8% | -36.4% | -24.2% |
| 1Y | -5.3% | +55.8% | -61.1% | -9.4% |
| 3Y | +18.6% | +647.4% | -628.8% | +0.5% |
| 5Y | -34.4% | +519.1% | -553.5% | -45.6% |
| All | -42.7% | +365.5% | -408.2% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling