+18.5%
IP vs ALK
+19.1%
-0.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.2% | -1.3% |
| 7D | +3.4% | +12.4% | -9.0% | -0.6% |
| 30D | +11.2% | +2.1% | +9.2% | +10.1% |
| 3M | -14.8% | -23.9% | +9.1% | -7.5% |
| 6M | +17.3% | +8.2% | +9.1% | +13.9% |
| YTD | -6.2% | -20.5% | +14.3% | -1.8% |
| 1Y | +2.3% | -1.0% | +3.4% | +0.6% |
| All | +18.5% | +19.1% | -0.6% | +14.6% |
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