+973.2%
IGV vs ALK
+497.2%
+475.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.8% | -2.6% |
| 7D | -4.5% | -0.7% | -3.8% | -4.4% |
| 30D | +3.2% | -19.2% | +22.4% | +8.6% |
| 3M | +4.5% | -1.5% | +6.0% | +3.9% |
| 6M | +22.1% | -13.1% | +35.2% | +23.5% |
| YTD | -1.0% | -16.4% | +15.4% | +0.5% |
| 1Y | -2.1% | -33.1% | +31.0% | +4.7% |
| 3Y | +44.6% | +0.6% | +44.0% | +33.5% |
| 5Y | +22.2% | -26.4% | +48.5% | +20.4% |
| 10Y | +364.7% | -34.2% | +398.9% | +320.8% |
| All | +973.2% | +497.2% | +475.9% | +261.9% |
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