+733.6%
IWM vs ALK
+465.6%
+268.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.2% | -1.3% | -3.6% |
| 7D | -4.6% | +7.1% | -11.6% | -6.8% |
| 30D | -3.7% | -3.0% | -0.7% | -3.2% |
| 3M | -9.4% | -25.6% | +16.3% | -1.5% |
| 6M | -3.6% | +0.5% | -4.1% | -5.6% |
| YTD | +10.8% | -23.1% | +33.9% | +16.2% |
| 1Y | +11.9% | -7.5% | +19.4% | +10.4% |
| 3Y | +60.6% | +15.3% | +45.2% | +40.9% |
| 5Y | +19.2% | -34.8% | +54.0% | +22.8% |
| 10Y | +165.3% | -41.2% | +206.5% | +154.7% |
| All | +733.6% | +465.6% | +268.1% | +210.0% |
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 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