-33.9%
ALK vs IBN
+68.5%
-102.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -2.0% |
| 7D | +9.0% | +15.1% | -6.0% | -0.3% |
| 30D | -1.6% | +21.6% | -23.3% | -13.2% |
| 3M | -23.2% | +11.2% | -34.4% | -28.3% |
| 6M | -3.9% | +27.8% | -31.6% | -17.4% |
| YTD | -22.6% | +14.7% | -37.3% | -29.1% |
| 1Y | -5.3% | +14.4% | -19.7% | -13.2% |
| 3Y | +18.6% | +52.1% | -33.5% | -12.3% |
| All | -33.9% | +68.5% | -102.4% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling