+203.9%
IEFA vs ALK
+125.9%
+78.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +0.3% |
| 7D | +1.3% | +0.9% | +0.4% | +1.0% |
| 30D | +0.1% | +3.3% | -3.2% | -0.9% |
| 3M | -4.2% | -17.6% | +13.4% | -0.6% |
| 6M | +1.9% | +0.8% | +1.1% | +0.3% |
| YTD | +9.9% | -22.4% | +32.3% | +13.4% |
| 1Y | +11.5% | -10.1% | +21.6% | +11.1% |
| 3Y | +66.0% | +14.0% | +52.0% | +49.5% |
| 5Y | +47.5% | -29.8% | +77.3% | +45.7% |
| 10Y | +146.5% | -44.8% | +191.2% | +129.7% |
| All | +203.9% | +125.9% | +78.0% | +107.7% |
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