+67.4%
IOT vs ALK
-23.3%
+90.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.3% |
| 30D | +1.4% | +7.7% | -6.3% | -2.1% |
| 3M | +0.5% | -19.0% | +19.5% | +8.5% |
| 6M | +50.3% | -0.2% | +50.5% | +43.2% |
| YTD | +16.7% | -23.5% | +40.2% | +22.2% |
| 1Y | +6.8% | -9.1% | +15.9% | +1.7% |
| 3Y | +75.5% | +12.0% | +63.5% | +21.2% |
| All | +67.4% | -23.3% | +90.8% | +63.2% |
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