+528.6%
ALK vs IBN
+1,532.9%
-1,004.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.8% |
| 7D | -0.7% | +1.4% | -2.1% | -1.1% |
| 30D | -19.2% | -0.3% | -18.9% | -19.2% |
| 3M | -1.5% | +17.1% | -18.6% | -5.9% |
| 6M | -13.1% | +3.4% | -16.4% | -13.4% |
| YTD | -16.4% | +2.5% | -19.0% | -16.6% |
| 1Y | -33.1% | -4.2% | -28.9% | -32.0% |
| 3Y | +0.6% | +32.4% | -31.8% | -7.8% |
| 5Y | -26.4% | +59.2% | -85.6% | -36.0% |
| 10Y | -34.2% | +345.7% | -379.8% | -58.3% |
| All | +528.6% | +1,532.9% | -1,004.3% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling