+41.8%
IYR vs ALK
+13.2%
+28.6%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | +6.6% | +7.7% | -1.1% | +5.4% |
| 3M | -1.8% | -19.0% | +17.2% | +0.6% |
| 6M | +1.4% | -0.2% | +1.7% | +0.5% |
| YTD | +10.5% | -23.5% | +34.0% | +12.6% |
| 1Y | +10.6% | -9.1% | +19.7% | +9.7% |
| 3Y | +41.8% | +12.0% | +29.8% | +31.8% |
| All | +41.8% | +13.2% | +28.6% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling