+45.7%
IVV vs ALAB
+262.8%
-217.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -5.9% | -0.2% |
| 7D | -2.7% | -26.3% | +23.6% | -0.6% |
| 30D | -5.4% | -50.1% | +44.7% | -0.5% |
| 3M | -4.1% | -42.5% | +38.4% | -0.6% |
| 6M | +0.7% | -10.8% | +11.6% | -0.4% |
| YTD | +8.7% | +14.6% | -5.9% | +4.0% |
| 1Y | +11.0% | +17.1% | -6.2% | +5.5% |
| All | +45.7% | +262.8% | -217.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling