-12.3%
IP vs ALK
-33.9%
+21.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -2.9% |
| 7D | -5.0% | +7.1% | -12.0% | -7.3% |
| 30D | +6.5% | -3.0% | +9.5% | +7.3% |
| 3M | -18.0% | -25.6% | +7.6% | -10.0% |
| 6M | +10.3% | +0.5% | +9.8% | +9.3% |
| YTD | -9.9% | -23.1% | +13.2% | -4.2% |
| 1Y | -1.1% | -7.5% | +6.5% | -0.9% |
| 3Y | +13.0% | +15.3% | -2.3% | -0.4% |
| 5Y | -12.3% | -34.8% | +22.5% | -9.8% |
| All | -12.3% | -33.9% | +21.6% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling