+2,470.0%
ALB vs IVZ
+1,117.8%
+1,352.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.5% | -4.9% |
| 7D | -8.1% | +0.6% | -8.7% | -8.4% |
| 30D | +6.3% | +4.0% | +2.3% | +4.5% |
| 3M | -23.6% | +18.2% | -41.8% | -28.7% |
| 6M | -24.6% | +32.8% | -57.4% | -33.2% |
| YTD | -10.3% | +28.7% | -39.0% | -19.9% |
| 1Y | +61.5% | +55.4% | +6.1% | +33.8% |
| 3Y | -34.0% | +135.2% | -169.2% | -53.5% |
| 5Y | -44.6% | +64.2% | -108.8% | -55.6% |
| 10Y | +76.1% | +64.6% | +11.5% | +30.1% |
| All | +2,470.0% | +1,117.8% | +1,352.2% | +871.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling