+25.9%
IWM vs ALK
-28.7%
+54.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.3% | +2.6% | -2.9% | -1.1% |
| 30D | +1.9% | +7.8% | -5.9% | -0.9% |
| 3M | -5.7% | -15.2% | +9.5% | -1.3% |
| 6M | -0.3% | +5.0% | -5.3% | -3.9% |
| YTD | +15.8% | -18.4% | +34.2% | +19.3% |
| 1Y | +17.1% | -2.4% | +19.5% | +13.0% |
| 3Y | +73.1% | +19.8% | +53.3% | +40.9% |
| 5Y | +25.9% | -27.8% | +53.6% | +24.0% |
| All | +25.9% | -28.7% | +54.5% | +24.0% |
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 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