+168.1%
IJR vs ALK
-35.7%
+203.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.3% |
| 7D | -2.2% | -2.1% | -0.1% | -1.5% |
| 30D | -4.6% | -13.1% | +8.5% | -0.2% |
| 3M | +0.2% | -11.8% | +12.0% | +3.7% |
| 6M | +14.7% | -0.4% | +15.1% | +12.0% |
| YTD | +18.9% | -18.2% | +37.0% | +23.0% |
| 1Y | +19.9% | -35.5% | +55.5% | +33.8% |
| 3Y | +53.0% | +1.8% | +51.2% | +36.8% |
| 5Y | +40.9% | -26.6% | +67.5% | +38.2% |
| All | +168.1% | -35.7% | +203.7% | +133.3% |
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 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