-61.6%
ALB vs IVZ
+37.3%
-98.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -4.2% |
| 7D | +9.5% | +4.1% | +5.3% | +6.0% |
| 30D | -2.1% | -2.0% | -0.1% | -1.8% |
| 3M | -24.1% | -7.8% | -16.3% | -21.2% |
| 6M | -51.0% | +6.3% | -57.3% | -54.0% |
| YTD | -29.3% | +12.6% | -41.9% | -37.6% |
| 1Y | +3.2% | +27.6% | -24.5% | -16.8% |
| 3Y | -9.3% | +154.0% | -163.4% | -56.9% |
| 5Y | -61.6% | +37.3% | -98.9% | -71.2% |
| All | -61.6% | +37.3% | -98.9% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling