+0.4%
IAU vs ALK
-4.9%
+5.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.1% | -5.3% | +0.8% |
| 7D | +4.9% | +8.9% | -4.0% | +3.5% |
| 30D | -1.4% | +5.9% | -7.3% | -2.4% |
| 3M | -4.8% | -16.5% | +11.8% | -2.7% |
| 6M | -12.5% | +2.1% | -14.6% | -13.9% |
| YTD | -4.2% | -17.1% | +12.9% | -3.2% |
| All | +0.4% | -4.9% | +5.3% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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