+384.5%
ALAB vs IVZ
+131.9%
+252.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.6% |
| 7D | +9.6% | +1.2% | +8.5% | +8.8% |
| 30D | -5.3% | +1.8% | -7.0% | -6.3% |
| 3M | -12.0% | +15.7% | -27.8% | -20.5% |
| 6M | +145.7% | +36.3% | +109.4% | +96.4% |
| YTD | +80.7% | +24.9% | +55.7% | +51.8% |
| 1Y | +40.1% | +48.9% | -8.8% | +3.4% |
| All | +384.5% | +131.9% | +252.6% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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