+37.9%
IBB vs ALK
-4.9%
+42.8%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +1.7% |
| 7D | +2.7% | +8.9% | -6.2% | +1.3% |
| 30D | +6.3% | +5.9% | +0.4% | +5.3% |
| 3M | +11.1% | -16.5% | +27.6% | +14.1% |
| 6M | +29.2% | +2.1% | +27.1% | +27.1% |
| YTD | +30.2% | -17.1% | +47.3% | +29.7% |
| All | +37.9% | -4.9% | +42.8% | +34.3% |
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