+26.5%
IP vs ALK
-41.7%
+68.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -5.1% | +9.0% | -14.1% | -8.0% |
| 30D | +8.5% | -1.6% | +10.2% | +8.7% |
| 3M | -13.8% | -23.2% | +9.3% | -6.2% |
| 6M | +5.7% | -3.9% | +9.6% | +6.1% |
| YTD | -9.1% | -22.6% | +13.5% | -3.1% |
| 1Y | -0.8% | -5.3% | +4.5% | -1.5% |
| 3Y | +14.8% | +18.6% | -3.8% | -0.7% |
| 5Y | -11.5% | -34.4% | +22.9% | -8.3% |
| All | +26.5% | -41.7% | +68.2% | +16.4% |
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