+155.4%
IWM vs ALK
-39.7%
+195.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +0.4% |
| 7D | +0.3% | +12.9% | -12.7% | -3.7% |
| 30D | +0.6% | +5.5% | -5.0% | -1.6% |
| 3M | -6.2% | -12.1% | +5.9% | -2.9% |
| 6M | -0.8% | +1.7% | -2.5% | -3.4% |
| YTD | +14.8% | -17.4% | +32.2% | +17.8% |
| 1Y | +16.1% | -1.9% | +18.1% | +12.1% |
| 3Y | +71.5% | +21.2% | +50.3% | +44.4% |
| 5Y | +25.8% | -27.8% | +53.6% | +24.4% |
| 10Y | +155.4% | -41.0% | +196.4% | +135.7% |
| All | +155.4% | -39.7% | +195.1% | +135.7% |
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