+6.8%
IOT vs ALK
-10.2%
+17.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | +0.9% | -1.2% | +2.1% | +1.0% |
| 30D | +1.4% | +7.7% | -6.3% | +0.8% |
| 3M | +0.5% | -19.0% | +19.5% | +2.1% |
| 6M | +50.3% | -0.2% | +50.5% | +48.0% |
| YTD | +16.7% | -23.5% | +40.2% | +20.3% |
| 1Y | +6.8% | -9.1% | +15.9% | -7.4% |
| All | +6.8% | -10.2% | +17.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling