+167.5%
IWM vs ALK
-35.2%
+202.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.2% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | -1.3% | -19.2% | +18.0% | +5.6% |
| 3M | +1.6% | -1.5% | +3.1% | +0.9% |
| 6M | +13.6% | -13.1% | +26.6% | +16.1% |
| YTD | +20.8% | -16.4% | +37.2% | +24.2% |
| 1Y | +26.4% | -33.1% | +59.5% | +39.2% |
| 3Y | +60.7% | +0.6% | +60.1% | +45.3% |
| 5Y | +38.2% | -26.4% | +64.6% | +36.2% |
| All | +167.5% | -35.2% | +202.7% | +133.0% |
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 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