+72.7%
IVV vs ALK
-29.1%
+101.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +0.8% |
| 7D | +0.1% | +8.9% | -8.8% | -1.8% |
| 30D | -3.3% | +5.9% | -9.3% | -4.8% |
| 3M | -2.4% | -16.5% | +14.2% | +1.0% |
| 6M | +2.6% | +2.1% | +0.5% | +0.6% |
| YTD | +11.3% | -17.1% | +28.4% | +13.1% |
| 1Y | +13.4% | -2.9% | +16.3% | +10.6% |
| 3Y | +80.3% | +24.5% | +55.8% | +53.3% |
| 5Y | +72.7% | -29.1% | +101.8% | +70.8% |
| All | +72.7% | -29.1% | +101.8% | +70.8% |
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