+89.1%
IYR vs ALK
-39.7%
+128.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.1% | +12.9% | -10.8% | -0.7% |
| 30D | +7.2% | +5.5% | +1.6% | +5.6% |
| 3M | +0.4% | -12.1% | +12.5% | +2.8% |
| 6M | +1.4% | +1.7% | -0.3% | -0.6% |
| YTD | +11.3% | -17.4% | +28.8% | +13.1% |
| 1Y | +10.5% | -1.9% | +12.4% | +7.2% |
| 3Y | +41.7% | +21.2% | +20.5% | +22.8% |
| 5Y | +7.1% | -27.8% | +34.9% | +4.2% |
| 10Y | +89.1% | -41.0% | +130.1% | +55.4% |
| All | +89.1% | -39.7% | +128.8% | +55.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling