-7.5%
IGV vs ALK
-1.1%
-6.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.2% |
| 7D | -7.5% | +12.4% | -19.9% | -8.4% |
| 30D | -5.6% | +2.1% | -7.7% | -5.8% |
| 3M | +1.5% | -23.9% | +25.4% | +3.9% |
| 6M | +17.1% | +8.2% | +8.9% | +15.5% |
| YTD | -2.0% | -20.5% | +18.5% | -0.6% |
| 1Y | -7.5% | -1.0% | -6.5% | -11.1% |
| All | -7.5% | -1.1% | -6.4% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling