+44.0%
IGV vs ALK
+4.2%
+39.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.5% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | +3.2% | -19.2% | +22.4% | +7.0% |
| 3M | +4.5% | -1.5% | +6.0% | +4.1% |
| 6M | +22.1% | -13.1% | +35.2% | +23.6% |
| YTD | -1.0% | -16.4% | +15.4% | +0.5% |
| 1Y | -2.1% | -33.1% | +31.0% | +4.1% |
| All | +44.0% | +4.2% | +39.8% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling