+1,047.0%
IJH vs ALK
+462.3%
+584.6%
-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% | +1.3% | +0.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.6% |
| 30D | +2.1% | +7.7% | -5.6% | -0.4% |
| 3M | -5.7% | -19.0% | +13.3% | -0.8% |
| 6M | +1.4% | -0.2% | +1.6% | -0.3% |
| YTD | +12.6% | -23.5% | +36.1% | +17.4% |
| 1Y | +16.1% | -9.1% | +25.2% | +15.2% |
| 3Y | +57.8% | +12.0% | +45.8% | +41.4% |
| 5Y | +36.8% | -30.9% | +67.6% | +37.7% |
| 10Y | +173.7% | -45.6% | +219.3% | +168.1% |
| All | +1,047.0% | +462.3% | +584.6% | +379.0% |
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