-52.3%
IRE vs ALK
-16.4%
-35.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.5% | +12.4% | +11.8% |
| 7D | +54.8% | -0.7% | +55.4% | +56.3% |
| 30D | +18.4% | -19.2% | +37.6% | +59.1% |
| 3M | -66.7% | -1.5% | -65.2% | -67.9% |
| 6M | -52.3% | -13.1% | -39.3% | -39.6% |
| All | -52.3% | -16.4% | -35.9% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling