+22.4%
IBB vs ALK
-25.3%
+47.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +10.5% | -19.2% | +29.7% | +15.2% |
| 3M | +23.6% | -1.5% | +25.2% | +23.0% |
| 6M | +22.6% | -13.1% | +35.7% | +24.2% |
| YTD | +25.7% | -16.4% | +42.1% | +27.6% |
| 1Y | +51.4% | -33.1% | +84.4% | +60.6% |
| 3Y | +64.4% | +0.6% | +63.8% | +51.1% |
| All | +22.4% | -25.3% | +47.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling