+55.2%
IJR vs ALK
+1.7%
+53.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | 0.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -3.1% | -18.5% | +15.3% | +1.8% |
| 3M | +4.4% | -3.6% | +8.0% | +4.4% |
| 6M | +16.1% | -3.7% | +19.8% | +15.1% |
| YTD | +20.6% | -19.0% | +39.6% | +24.3% |
| 1Y | +22.9% | -36.0% | +58.9% | +34.5% |
| 3Y | +55.2% | +2.3% | +52.9% | +38.4% |
| All | +55.2% | +1.7% | +53.5% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling