+65.1%
IVZ vs ALK
-25.3%
+90.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.9% |
| 30D | +4.0% | -19.2% | +23.2% | +14.2% |
| 3M | +18.2% | -1.5% | +19.7% | +17.0% |
| 6M | +32.8% | -13.1% | +45.9% | +37.3% |
| YTD | +28.7% | -16.4% | +45.2% | +34.4% |
| 1Y | +55.4% | -33.1% | +88.4% | +79.5% |
| 3Y | +135.2% | +0.6% | +134.6% | +102.0% |
| All | +65.1% | -25.3% | +90.4% | +65.0% |
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