+22.9%
IP vs ALK
-34.2%
+57.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.6% | +1.7% |
| 7D | -5.3% | -0.7% | -4.6% | -5.0% |
| 30D | -10.9% | -19.2% | +8.4% | -4.2% |
| 3M | +11.2% | -1.5% | +12.7% | +11.4% |
| 6M | -10.2% | -13.1% | +2.8% | -7.0% |
| YTD | -2.0% | -16.4% | +14.4% | +2.2% |
| 1Y | -19.1% | -33.1% | +14.0% | -9.6% |
| 3Y | +20.9% | +0.6% | +20.2% | +11.3% |
| 5Y | -17.8% | -26.4% | +8.6% | -18.1% |
| All | +22.9% | -34.2% | +57.1% | +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 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