+1,077.8%
IVZ vs ALK
+817.5%
+260.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.9% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +3.1% | -18.5% | +21.5% | +11.8% |
| 3M | +18.2% | -3.6% | +21.7% | +18.4% |
| 6M | +38.6% | -3.7% | +42.3% | +37.1% |
| YTD | +25.9% | -19.0% | +44.9% | +32.8% |
| 1Y | +51.7% | -36.0% | +87.7% | +75.0% |
| 3Y | +138.7% | +2.3% | +136.3% | +115.3% |
| 5Y | +62.8% | -27.8% | +90.5% | +68.6% |
| 10Y | +60.9% | -39.0% | +99.9% | +62.9% |
| All | +1,077.8% | +817.5% | +260.2% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling