+37.2%
IBB vs ALK
-34.8%
+72.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -1.8% | +9.0% | -10.9% | -3.7% |
| 30D | +5.1% | -1.6% | +6.7% | +5.2% |
| 3M | +10.7% | -23.2% | +33.9% | +16.4% |
| 6M | +22.9% | -3.9% | +26.8% | +22.1% |
| YTD | +26.7% | -22.6% | +49.3% | +30.4% |
| 1Y | +35.1% | -5.3% | +40.4% | +32.5% |
| 3Y | +80.2% | +18.6% | +61.6% | +54.8% |
| All | +37.2% | -34.8% | +72.0% | +32.4% |
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