-36.0%
ALK vs IAG
+100.7%
-136.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.7% |
| 7D | +0.1% | +4.3% | -4.1% | -0.8% |
| 30D | -18.5% | +9.8% | -28.2% | -20.3% |
| 3M | -3.6% | +28.9% | -32.5% | -9.8% |
| 6M | -3.7% | -7.6% | +3.9% | -5.3% |
| YTD | -19.0% | +22.0% | -41.0% | -23.1% |
| 1Y | -36.0% | +99.5% | -135.5% | -43.7% |
| All | -36.0% | +100.7% | -136.7% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling