+75.8%
ALB vs IVZ
+50.2%
+25.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.6% |
| 7D | -8.6% | +1.2% | -9.8% | -9.1% |
| 30D | -4.0% | +1.8% | -5.8% | -4.8% |
| 3M | -17.4% | +15.7% | -33.1% | -21.9% |
| 6M | -25.4% | +36.3% | -61.7% | -33.5% |
| YTD | -10.5% | +24.9% | -35.5% | -20.3% |
| 1Y | +75.8% | +48.9% | +26.9% | +39.4% |
| All | +75.8% | +50.2% | +25.7% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling