-30.9%
ALK vs IAG
+421.7%
-452.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | -1.2% | -7.7% | +6.5% | -0.1% |
| 30D | +7.7% | +1.6% | +6.1% | +7.3% |
| 3M | -19.0% | -2.4% | -16.6% | -19.0% |
| 6M | -0.2% | -7.8% | +7.6% | 0.0% |
| YTD | -23.5% | +5.0% | -28.5% | -24.9% |
| 1Y | -9.1% | +25.7% | -34.8% | -12.5% |
| 3Y | +12.0% | +694.5% | -682.5% | -11.3% |
| All | -30.9% | +421.7% | -452.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling