-79.4%
IRE vs ALK
-22.5%
-56.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +8.8% | -32.0% | -21.5% |
| 7D | -46.8% | +12.4% | -59.3% | -47.5% |
| 30D | -75.5% | +2.1% | -77.6% | -71.9% |
| 3M | -79.4% | -23.9% | -55.5% | -72.8% |
| All | -79.4% | -22.5% | -56.9% | -72.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling