+22.1%
ALNY vs IVZ
+134.7%
-112.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -6.5% | -2.4% | -4.2% | -6.1% |
| 30D | +11.0% | +3.0% | +8.0% | +10.4% |
| 3M | -14.1% | +14.9% | -28.9% | -16.9% |
| 6M | -22.4% | +36.7% | -59.1% | -28.2% |
| YTD | -37.5% | +25.7% | -63.1% | -41.2% |
| 1Y | -46.9% | +47.7% | -94.6% | -52.2% |
| 3Y | +22.1% | +138.8% | -116.8% | -15.6% |
| All | +22.1% | +134.7% | -112.6% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling