+32.1%
IP vs ALK
-38.7%
+70.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.2% | -1.5% |
| 7D | +3.4% | +12.4% | -9.0% | -0.9% |
| 30D | +11.2% | +2.1% | +9.2% | +10.0% |
| 3M | -14.8% | -23.9% | +9.1% | -7.0% |
| 6M | +17.3% | +8.2% | +9.1% | +13.1% |
| YTD | -6.2% | -20.5% | +14.3% | -0.9% |
| 1Y | +2.3% | -1.0% | +3.4% | 0.0% |
| 3Y | +17.7% | +19.2% | -1.5% | +1.6% |
| 5Y | -8.4% | -28.2% | +19.8% | -8.2% |
| 10Y | +32.1% | -39.2% | +71.2% | +19.7% |
| All | +32.1% | -38.7% | +70.8% | +19.7% |
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