-96.9%
IRE vs ALK
-16.8%
-80.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +8.8% | -32.0% | -32.1% |
| 7D | -46.8% | +12.4% | -59.3% | -56.4% |
| 30D | -75.5% | +2.1% | -77.6% | -77.1% |
| 3M | -79.4% | -23.9% | -55.5% | -72.5% |
| 6M | -91.3% | +8.2% | -99.5% | -92.4% |
| YTD | -90.8% | -20.5% | -70.3% | -88.7% |
| 1Y | -97.7% | -1.0% | -96.7% | -97.5% |
| All | -96.9% | -16.8% | -80.1% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling