-97.9%
IRE vs ALK
-19.5%
-78.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.2% | -30.7% | -30.5% |
| 7D | -57.1% | +7.1% | -64.2% | -62.1% |
| 30D | -84.4% | -3.0% | -81.4% | -84.4% |
| 3M | -85.0% | -25.6% | -59.3% | -79.1% |
| 6M | -95.2% | +0.5% | -95.7% | -95.4% |
| YTD | -93.9% | -23.1% | -70.9% | -92.1% |
| 1Y | -98.8% | -7.5% | -91.3% | -98.6% |
| All | -97.9% | -19.5% | -78.4% | -97.5% |
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 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