+161.6%
IWM vs ALK
-41.7%
+203.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.0% | +9.0% | -11.1% | -5.0% |
| 30D | -1.5% | -1.6% | +0.2% | -1.3% |
| 3M | -8.0% | -23.2% | +15.2% | -0.5% |
| 6M | -4.1% | -3.9% | -0.2% | -4.9% |
| YTD | +11.9% | -22.6% | +34.5% | +17.4% |
| 1Y | +15.0% | -5.3% | +20.3% | +12.2% |
| 3Y | +64.2% | +18.6% | +45.6% | +39.0% |
| 5Y | +20.4% | -34.4% | +54.8% | +22.9% |
| All | +161.6% | -41.7% | +203.3% | +144.9% |
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