+146.5%
IEFA vs ALK
-39.2%
+185.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | -0.5% | -3.0% | +2.5% | +0.2% |
| 30D | -1.1% | -14.6% | +13.5% | +2.2% |
| 3M | +5.1% | -10.6% | +15.6% | +6.9% |
| 6M | +9.3% | -6.7% | +16.0% | +9.3% |
| YTD | +13.0% | -19.8% | +32.7% | +16.1% |
| 1Y | +19.2% | -35.2% | +54.4% | +27.7% |
| 3Y | +67.0% | +1.4% | +65.6% | +54.6% |
| 5Y | +51.1% | -30.7% | +81.8% | +49.6% |
| 10Y | +146.5% | -37.4% | +183.9% | +117.8% |
| All | +146.5% | -39.2% | +185.7% | +117.8% |
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