-33.1%
ALK vs IBN
-4.0%
-29.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +2.2% |
| 7D | -0.7% | +1.4% | -2.1% | -2.0% |
| 30D | -19.2% | -0.3% | -18.9% | -19.0% |
| 3M | -1.5% | +17.1% | -18.6% | -15.0% |
| 6M | -13.1% | +3.4% | -16.4% | -19.7% |
| YTD | -16.4% | +2.5% | -19.0% | -22.4% |
| 1Y | -33.1% | -4.2% | -28.9% | -39.2% |
| All | -33.1% | -4.0% | -29.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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