+1,075.9%
IJH vs ALK
+514.4%
+561.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -1.5% | -19.2% | +17.7% | +4.2% |
| 3M | +0.8% | -1.5% | +2.3% | +0.3% |
| 6M | +7.6% | -13.1% | +20.6% | +9.5% |
| YTD | +15.5% | -16.4% | +31.9% | +18.2% |
| 1Y | +16.9% | -33.1% | +50.0% | +26.4% |
| 3Y | +48.1% | +0.6% | +47.4% | +37.3% |
| 5Y | +47.8% | -26.4% | +74.2% | +46.7% |
| 10Y | +178.6% | -34.2% | +212.7% | +160.7% |
| All | +1,075.9% | +514.4% | +561.5% | +382.0% |
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