+13.5%
IVV vs ALAB
+43.1%
-29.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.2% |
| 7D | +2.6% | +16.3% | -13.7% | +1.4% |
| 30D | -2.0% | -26.1% | +24.1% | -0.4% |
| 3M | -2.8% | -31.3% | +28.5% | -1.0% |
| 6M | +2.2% | -1.0% | +3.2% | +1.2% |
| YTD | +11.5% | +33.3% | -21.8% | +6.5% |
| 1Y | +13.5% | +53.5% | -40.1% | +7.4% |
| All | +13.5% | +43.1% | -29.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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