+50.5%
IVZ vs ALK
-37.5%
+88.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.1% | -0.3% | +3.4% |
| 7D | +4.1% | +8.9% | -4.8% | -0.1% |
| 30D | -2.0% | +5.9% | -8.0% | -5.1% |
| 3M | -7.8% | -16.5% | +8.7% | -0.5% |
| 6M | +6.3% | +2.1% | +4.2% | +2.2% |
| YTD | +12.6% | -17.1% | +29.6% | +17.3% |
| 1Y | +27.6% | -2.9% | +30.5% | +22.5% |
| 3Y | +154.0% | +24.5% | +129.6% | +96.7% |
| 5Y | +37.3% | -29.1% | +66.4% | +41.2% |
| 10Y | +50.5% | -39.1% | +89.7% | +34.5% |
| All | +50.5% | -37.5% | +88.0% | +34.5% |
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 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