+700.6%
IYR vs ALK
+546.2%
+154.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | -1.2% | -0.7% | -0.6% | -1.1% |
| 30D | -2.9% | -19.2% | +16.4% | +2.5% |
| 3M | +0.8% | -1.5% | +2.4% | +0.2% |
| 6M | +1.9% | -13.1% | +14.9% | +3.3% |
| YTD | +9.6% | -16.4% | +26.0% | +11.6% |
| 1Y | +8.1% | -33.1% | +41.2% | +15.8% |
| 3Y | +29.2% | +0.6% | +28.6% | +17.9% |
| 5Y | +4.3% | -26.4% | +30.7% | +0.9% |
| 10Y | +64.7% | -34.2% | +98.8% | +47.3% |
| All | +700.6% | +546.2% | +154.4% | +199.1% |
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