+16.1%
IWM vs ALK
-5.3%
+21.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.7% | -4.2% | +1.0% |
| 7D | +0.3% | +12.9% | -12.7% | -2.5% |
| 30D | +0.6% | +5.5% | -5.0% | -0.8% |
| 3M | -6.2% | -12.1% | +5.9% | -3.8% |
| 6M | -0.8% | +1.7% | -2.5% | -2.6% |
| YTD | +14.8% | -17.4% | +32.2% | +16.3% |
| 1Y | +16.1% | -1.9% | +18.1% | +10.8% |
| All | +16.1% | -5.3% | +21.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling