-62.0%
ALNY vs IVZ
+30.5%
-92.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.4% | +0.6% |
| 7D | -30.7% | +2.6% | -33.3% | -30.7% |
| 30D | -26.7% | -3.5% | -23.3% | -26.8% |
| 3M | -26.4% | -7.4% | -19.1% | -26.4% |
| 6M | -45.9% | +14.7% | -60.6% | -46.8% |
| YTD | -59.5% | +14.6% | -74.1% | -60.2% |
| 1Y | -62.0% | +30.7% | -92.7% | -61.1% |
| All | -62.0% | +30.5% | -92.5% | -61.1% |
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