+193.5%
IRM vs ALK
-25.3%
+218.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -8.1% | -19.2% | +11.2% | -3.7% |
| 3M | -9.7% | -1.5% | -8.1% | -10.0% |
| 6M | +10.0% | -13.1% | +23.0% | +11.7% |
| YTD | +43.0% | -16.4% | +59.4% | +45.6% |
| 1Y | +32.7% | -33.1% | +65.7% | +41.4% |
| 3Y | +102.7% | +0.6% | +102.1% | +86.7% |
| All | +193.5% | -25.3% | +218.7% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling