+67.3%
IOT vs ALK
-22.2%
+89.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.6% | -0.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.1% |
| 30D | +0.1% | +3.3% | -3.2% | -1.7% |
| 3M | +5.0% | -17.6% | +22.6% | +12.6% |
| 6M | +47.0% | +0.8% | +46.2% | +39.6% |
| YTD | +16.6% | -22.4% | +38.9% | +21.3% |
| 1Y | +4.8% | -10.1% | +14.8% | +0.6% |
| 3Y | +72.2% | +14.0% | +58.2% | +18.0% |
| All | +67.3% | -22.2% | +89.5% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling