-36.0%
ALK vs IBN
-6.3%
-29.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -0.7% |
| 7D | +0.1% | -2.2% | +2.3% | +2.3% |
| 30D | -18.5% | -2.3% | -16.2% | -16.7% |
| 3M | -3.6% | +15.9% | -19.4% | -15.8% |
| 6M | -3.7% | +5.6% | -9.3% | -10.8% |
| YTD | -19.0% | -0.1% | -18.9% | -22.9% |
| 1Y | -36.0% | -6.5% | -29.5% | -40.5% |
| All | -36.0% | -6.3% | -29.7% | -40.5% |
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