+52.3%
IVV vs ALAB
+490.6%
-438.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.8% | -10.2% | -1.2% |
| 7D | +0.1% | +7.2% | -7.1% | -0.5% |
| 30D | +0.1% | -2.5% | +2.6% | +0.2% |
| 3M | +2.0% | -13.3% | +15.3% | +2.1% |
| 6M | +13.0% | +172.8% | -159.8% | +2.5% |
| YTD | +13.6% | +86.6% | -73.0% | +5.3% |
| 1Y | +20.1% | +65.2% | -45.1% | +11.3% |
| All | +52.3% | +490.6% | -438.3% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling