+39.1%
IWM vs ALK
-25.3%
+64.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.3% | -0.2% |
| 7D | +0.1% | -0.7% | +0.7% | +0.3% |
| 30D | -1.3% | -19.2% | +18.0% | +5.4% |
| 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% | +24.1% |
| 1Y | +26.4% | -33.1% | +59.5% | +39.3% |
| 3Y | +60.7% | +0.6% | +60.1% | +42.9% |
| All | +39.1% | -25.3% | +64.4% | +33.9% |
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