+137.1%
IBB vs ALK
-37.5%
+174.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +1.5% |
| 7D | +2.7% | +8.9% | -6.2% | +1.1% |
| 30D | +6.3% | +5.9% | +0.4% | +5.0% |
| 3M | +11.1% | -16.5% | +27.6% | +14.2% |
| 6M | +29.2% | +2.1% | +27.1% | +27.2% |
| YTD | +30.2% | -17.1% | +47.3% | +32.0% |
| 1Y | +39.5% | -2.9% | +42.4% | +37.0% |
| 3Y | +92.3% | +24.5% | +67.9% | +73.9% |
| 5Y | +43.0% | -29.1% | +72.1% | +41.0% |
| 10Y | +137.1% | -39.1% | +176.2% | +133.5% |
| All | +137.1% | -37.5% | +174.6% | +133.5% |
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