+23.8%
IWM vs ALK
-31.3%
+55.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | +0.1% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | +2.3% | +7.7% | -5.4% | -0.5% |
| 3M | -8.3% | -19.0% | +10.7% | -2.7% |
| 6M | -1.3% | -0.2% | -1.1% | -3.4% |
| YTD | +13.5% | -23.5% | +37.0% | +19.3% |
| 1Y | +18.4% | -9.1% | +27.5% | +16.8% |
| 3Y | +69.6% | +12.0% | +57.6% | +41.0% |
| All | +23.8% | -31.3% | +55.1% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling