+29.9%
IRM vs ALK
-35.5%
+65.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -4.2% | -18.5% | +14.3% | -1.0% |
| 3M | -5.4% | -3.6% | -1.8% | -5.1% |
| 6M | +12.0% | -3.7% | +15.7% | +10.8% |
| YTD | +42.0% | -19.0% | +61.1% | +42.7% |
| 1Y | +29.9% | -36.0% | +65.9% | +13.5% |
| All | +29.9% | -35.5% | +65.4% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling