-39.1%
ALK vs IBN
+368.7%
-407.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.3% |
| 7D | +8.9% | +14.6% | -5.7% | +2.0% |
| 30D | +5.9% | +23.5% | -17.6% | -4.3% |
| 3M | -16.5% | +14.0% | -30.5% | -21.6% |
| 6M | +2.1% | +31.1% | -29.0% | -10.0% |
| YTD | -17.1% | +16.6% | -33.7% | -22.6% |
| 1Y | -2.9% | +14.9% | -17.8% | -8.8% |
| 3Y | +24.5% | +56.9% | -32.4% | -0.8% |
| 5Y | -29.1% | +69.7% | -98.8% | -45.8% |
| 10Y | -39.1% | +365.4% | -404.5% | -67.2% |
| All | -39.1% | +368.7% | -407.8% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling