+1,421.8%
IBKR vs ALK
+503.9%
+918.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -0.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +3.7% | -18.5% | +22.1% | +9.8% |
| 3M | +4.2% | -3.6% | +7.8% | +4.3% |
| 6M | +36.6% | -3.7% | +40.3% | +35.6% |
| YTD | +41.9% | -19.0% | +60.9% | +47.7% |
| 1Y | +49.5% | -36.0% | +85.5% | +65.8% |
| 3Y | +291.3% | +2.3% | +289.0% | +263.6% |
| 5Y | +492.7% | -27.8% | +520.4% | +497.8% |
| 10Y | +994.0% | -39.0% | +1,033.0% | +936.8% |
| All | +1,421.8% | +503.9% | +918.0% | +479.0% |
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