+150.3%
IJR vs ALK
-45.9%
+196.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.5% |
| 7D | +2.2% | -1.2% | +3.3% | +2.5% |
| 30D | +3.8% | +7.7% | -3.8% | +0.9% |
| 3M | -5.7% | -19.0% | +13.3% | +0.3% |
| 6M | +4.6% | -0.2% | +4.8% | +2.3% |
| YTD | +18.0% | -23.5% | +41.5% | +24.0% |
| 1Y | +21.8% | -9.1% | +30.9% | +20.1% |
| 3Y | +61.1% | +12.0% | +49.1% | +37.9% |
| 5Y | +27.3% | -30.9% | +58.2% | +26.9% |
| All | +150.3% | -45.9% | +196.2% | +131.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling