+41.5%
IVZ vs ALK
-45.9%
+87.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.8% | +3.1% |
| 7D | +7.6% | -1.2% | +8.8% | +8.2% |
| 30D | +4.3% | +7.7% | -3.4% | +0.2% |
| 3M | -9.3% | -19.0% | +9.6% | -0.7% |
| 6M | +5.2% | -0.2% | +5.5% | +2.3% |
| YTD | +13.4% | -23.5% | +36.9% | +22.8% |
| 1Y | +25.4% | -9.1% | +34.5% | +24.1% |
| 3Y | +152.5% | +12.0% | +140.5% | +105.9% |
| 5Y | +36.7% | -30.9% | +67.6% | +42.0% |
| All | +41.5% | -45.9% | +87.4% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling