+732.6%
ALK vs IAG
+377.5%
+355.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.6% |
| 7D | -0.7% | -0.5% | -0.1% | -0.7% |
| 30D | -19.2% | +28.9% | -48.1% | -20.0% |
| 3M | -1.5% | +19.1% | -20.7% | -2.3% |
| 6M | -13.1% | -10.3% | -2.8% | -13.0% |
| YTD | -16.4% | +24.2% | -40.6% | -17.2% |
| 1Y | -33.1% | +116.5% | -149.6% | -34.7% |
| 3Y | +0.6% | +742.8% | -742.2% | -5.0% |
| 5Y | -26.4% | +753.3% | -779.7% | -31.1% |
| 10Y | -34.2% | +403.2% | -437.3% | -38.3% |
| All | +732.6% | +377.5% | +355.1% | +761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling