-5.3%
ALK vs IBN
+14.0%
-19.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -3.7% |
| 7D | +9.0% | +15.1% | -6.0% | -6.6% |
| 30D | -1.6% | +21.6% | -23.3% | -20.9% |
| 3M | -23.2% | +11.2% | -34.4% | -31.6% |
| 6M | -3.9% | +27.8% | -31.6% | -27.4% |
| YTD | -22.6% | +14.7% | -37.3% | -35.7% |
| 1Y | -5.3% | +14.4% | -19.7% | -21.2% |
| All | -5.3% | +14.0% | -19.3% | -21.2% |
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