-97.2%
IRE vs ALK
-13.2%
-83.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -9.8% |
| 7D | -15.5% | +8.9% | -24.4% | -25.1% |
| 30D | -70.4% | +5.9% | -76.3% | -73.1% |
| 3M | -81.6% | -16.5% | -65.1% | -77.7% |
| 6M | -94.7% | +2.1% | -96.8% | -95.0% |
| YTD | -91.8% | -17.1% | -74.7% | -90.1% |
| 1Y | -97.6% | -2.9% | -94.7% | -97.4% |
| All | -97.2% | -13.2% | -83.9% | -96.9% |
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