-39.1%
ALK vs IAG
+326.7%
-365.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.8% | +1.3% | +6.5% |
| 7D | +8.9% | +24.0% | -15.1% | +6.7% |
| 30D | +5.9% | +5.5% | +0.4% | +5.3% |
| 3M | -16.5% | +8.3% | -24.8% | -17.3% |
| 6M | +2.1% | +6.1% | -4.0% | +0.9% |
| YTD | -17.1% | +20.3% | -37.4% | -19.2% |
| 1Y | -2.9% | +56.5% | -59.3% | -7.2% |
| 3Y | +24.5% | +762.6% | -738.1% | +4.5% |
| 5Y | -29.1% | +546.3% | -575.4% | -41.5% |
| 10Y | -39.1% | +356.1% | -395.2% | -50.0% |
| All | -39.1% | +326.7% | -365.8% | -50.0% |
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