+207.4%
ALAB vs IVZ
+95.7%
+111.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -26.3% | -2.4% | -23.8% | -24.1% |
| 30D | -50.1% | -11.2% | -38.9% | -44.3% |
| 3M | -42.5% | -14.0% | -28.5% | -33.9% |
| 6M | -10.8% | +0.5% | -11.3% | -8.2% |
| YTD | +14.6% | +5.4% | +9.2% | +12.1% |
| 1Y | +17.1% | +19.5% | -2.3% | +4.6% |
| All | +207.4% | +95.7% | +111.8% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling