-97.1%
IRE vs ALK
-19.0%
-78.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.6% | +39.0% | +38.9% |
| 7D | -27.2% | +9.0% | -36.2% | -37.1% |
| 30D | -75.1% | -1.6% | -73.5% | -75.4% |
| 3M | -77.9% | -23.2% | -54.7% | -70.5% |
| 6M | -94.6% | -3.9% | -90.7% | -94.6% |
| YTD | -91.5% | -22.6% | -69.0% | -89.1% |
| 1Y | -97.8% | -5.3% | -92.5% | -97.5% |
| All | -97.1% | -19.0% | -78.1% | -96.5% |
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