+484.9%
IBKR vs ALK
-31.3%
+516.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -3.8% | -3.1% | -0.7% | -2.8% |
| 30D | -0.3% | -17.1% | +16.8% | +5.9% |
| 3M | +4.8% | -3.8% | +8.5% | +5.0% |
| 6M | +30.8% | -5.3% | +36.1% | +29.9% |
| YTD | +39.5% | -20.3% | +59.7% | +46.4% |
| 1Y | +43.7% | -36.0% | +79.6% | +61.3% |
| 3Y | +284.7% | +0.8% | +283.9% | +254.7% |
| 5Y | +484.9% | -28.5% | +513.4% | +503.3% |
| All | +484.9% | -31.3% | +516.2% | +503.3% |
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 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