+87.3%
ALB vs IVZ
+60.3%
+27.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.4% |
| 7D | -8.6% | +1.2% | -9.8% | -9.3% |
| 30D | -4.0% | +1.8% | -5.8% | -5.2% |
| 3M | -17.4% | +15.7% | -33.1% | -24.4% |
| 6M | -25.4% | +36.3% | -61.7% | -38.0% |
| YTD | -10.5% | +24.9% | -35.5% | -22.7% |
| 1Y | +75.8% | +48.9% | +26.9% | +37.6% |
| 3Y | -28.5% | +136.8% | -165.3% | -57.3% |
| 5Y | -45.1% | +60.0% | -105.1% | -60.8% |
| 10Y | +87.3% | +63.4% | +24.0% | +14.5% |
| All | +87.3% | +60.3% | +27.0% | +14.5% |
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 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