+151.7%
IBB vs ALK
-41.7%
+193.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.8% | +9.0% | -10.9% | -3.5% |
| 30D | +5.1% | -1.6% | +6.7% | +5.1% |
| 3M | +10.7% | -23.2% | +33.9% | +15.6% |
| 6M | +22.9% | -3.9% | +26.8% | +22.3% |
| YTD | +26.7% | -22.6% | +49.3% | +30.0% |
| 1Y | +35.1% | -5.3% | +40.4% | +33.3% |
| 3Y | +80.2% | +18.6% | +61.6% | +64.3% |
| 5Y | +37.8% | -34.4% | +72.2% | +37.8% |
| All | +151.7% | -41.7% | +193.4% | +147.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling