+27.4%
IVZ vs ALK
-34.8%
+62.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -2.4% | +9.0% | -11.5% | -6.4% |
| 30D | -11.2% | -1.6% | -9.6% | -10.9% |
| 3M | -14.0% | -23.2% | +9.2% | -3.8% |
| 6M | +0.5% | -3.9% | +4.3% | -0.6% |
| YTD | +5.4% | -22.6% | +28.0% | +13.4% |
| 1Y | +19.5% | -5.3% | +24.8% | +15.7% |
| 3Y | +128.7% | +18.6% | +110.1% | +71.2% |
| All | +27.4% | -34.8% | +62.1% | +37.4% |
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