+38.6%
ALB vs IVZ
+43.7%
-5.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.7% | -2.6% |
| 7D | -5.8% | +7.6% | -13.4% | -9.6% |
| 30D | -4.5% | +4.3% | -8.9% | -7.4% |
| 3M | -28.1% | -9.3% | -18.7% | -25.0% |
| 6M | -53.2% | +5.2% | -58.4% | -55.3% |
| YTD | -33.3% | +13.4% | -46.8% | -39.9% |
| 1Y | -17.4% | +25.4% | -42.8% | -29.8% |
| 3Y | -14.1% | +152.5% | -166.6% | -51.1% |
| 5Y | -64.0% | +36.7% | -100.7% | -72.3% |
| All | +38.6% | +43.7% | -5.0% | -11.6% |
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