+1,126.8%
IJR vs ALK
+507.1%
+619.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +12.9% | -12.8% | -3.6% |
| 30D | +2.6% | +5.5% | -2.9% | +0.6% |
| 3M | -4.3% | -12.1% | +7.8% | -1.2% |
| 6M | +2.7% | +1.7% | +1.0% | +0.3% |
| YTD | +18.5% | -17.4% | +35.9% | +21.2% |
| 1Y | +20.1% | -1.9% | +22.0% | +16.3% |
| 3Y | +61.7% | +21.2% | +40.5% | +40.1% |
| 5Y | +28.5% | -27.8% | +56.4% | +27.9% |
| 10Y | +161.6% | -41.0% | +202.6% | +151.4% |
| All | +1,126.8% | +507.1% | +619.7% | +356.8% |
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