+148.2%
IEFA vs ALK
-41.4%
+189.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -1.1% | +2.6% | -3.6% | -1.6% |
| 30D | +1.3% | +7.8% | -6.5% | -0.6% |
| 3M | -3.2% | -15.2% | +12.0% | -0.1% |
| 6M | +2.0% | +5.0% | -3.1% | -0.5% |
| YTD | +10.7% | -18.4% | +29.1% | +13.0% |
| 1Y | +13.0% | -2.4% | +15.4% | +10.6% |
| 3Y | +67.1% | +19.8% | +47.4% | +48.4% |
| 5Y | +49.4% | -27.8% | +77.2% | +46.5% |
| 10Y | +148.2% | -42.0% | +190.1% | +127.1% |
| All | +148.2% | -41.4% | +189.6% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling