+23.9%
IP vs ALK
+2.1%
+21.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.7% |
| 3M | +11.2% | -1.5% | +12.7% | +11.5% |
| 6M | -10.2% | -13.1% | +2.8% | -7.7% |
| YTD | -2.0% | -16.4% | +14.4% | +1.3% |
| 1Y | -19.1% | -33.1% | +14.0% | -12.3% |
| All | +23.9% | +2.1% | +21.8% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling