+535.8%
IBB vs ALK
+443.0%
+92.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -4.3% |
| 7D | -3.6% | +7.1% | -10.7% | -5.2% |
| 30D | +3.4% | -3.0% | +6.4% | +3.8% |
| 3M | +9.5% | -25.6% | +35.1% | +16.3% |
| 6M | +23.3% | +0.5% | +22.8% | +21.3% |
| YTD | +24.5% | -23.1% | +47.6% | +28.7% |
| 1Y | +32.9% | -7.5% | +40.5% | +31.3% |
| 3Y | +76.6% | +15.3% | +61.2% | +58.7% |
| 5Y | +35.5% | -34.8% | +70.3% | +36.5% |
| 10Y | +156.7% | -41.2% | +197.9% | +138.7% |
| All | +535.8% | +443.0% | +92.8% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling