+741.9%
IWM vs ALK
+469.1%
+272.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -2.0% | +9.0% | -11.1% | -4.8% |
| 30D | -1.5% | -1.6% | +0.2% | -1.3% |
| 3M | -8.0% | -23.2% | +15.2% | -1.0% |
| 6M | -4.1% | -3.9% | -0.2% | -4.7% |
| YTD | +11.9% | -22.6% | +34.5% | +17.1% |
| 1Y | +15.0% | -5.3% | +20.3% | +12.7% |
| 3Y | +64.2% | +18.6% | +45.6% | +42.9% |
| 5Y | +20.4% | -34.4% | +54.8% | +23.8% |
| 10Y | +168.0% | -40.8% | +208.8% | +156.8% |
| All | +741.9% | +469.1% | +272.8% | +212.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling