+702.4%
IYR vs ALK
+498.6%
+203.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +2.0% | +9.0% | -7.1% | -0.4% |
| 30D | +8.2% | -1.6% | +9.9% | +8.4% |
| 3M | -1.7% | -23.2% | +21.4% | +4.6% |
| 6M | -0.4% | -3.9% | +3.5% | -1.2% |
| YTD | +9.9% | -22.6% | +32.5% | +13.6% |
| 1Y | +10.4% | -5.3% | +15.8% | +7.8% |
| 3Y | +38.4% | +18.6% | +19.9% | +20.2% |
| 5Y | +5.2% | -34.4% | +39.6% | +4.9% |
| 10Y | +83.8% | -40.8% | +124.6% | +68.6% |
| All | +702.4% | +498.6% | +203.8% | +204.6% |
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