-27.8%
ALK vs IBN
+56.7%
-84.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -1.6% |
| 7D | +0.1% | -2.2% | +2.3% | +1.5% |
| 30D | -18.5% | -2.3% | -16.2% | -17.4% |
| 3M | -3.6% | +15.9% | -19.4% | -11.2% |
| 6M | -3.7% | +5.6% | -9.3% | -6.4% |
| YTD | -19.0% | -0.1% | -18.9% | -18.9% |
| 1Y | -36.0% | -6.5% | -29.5% | -34.1% |
| 3Y | +2.3% | +29.3% | -27.0% | -14.2% |
| 5Y | -27.8% | +56.6% | -84.3% | -48.0% |
| All | -27.8% | +56.7% | -84.5% | -48.0% |
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