+312.0%
IVV vs ALB
+34.2%
+277.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +3.3% | -3.6% | +6.9% | +4.0% |
| 30D | -2.7% | -2.9% | +0.2% | -2.3% |
| 3M | -1.7% | -25.8% | +24.1% | +3.5% |
| 6M | +3.2% | -53.6% | +56.7% | +18.2% |
| YTD | +12.0% | -32.4% | +44.4% | +17.3% |
| 1Y | +12.1% | -13.0% | +25.1% | +11.2% |
| 3Y | +78.6% | -15.0% | +93.6% | +64.8% |
| 5Y | +73.8% | -63.5% | +137.4% | +88.0% |
| All | +312.0% | +34.2% | +277.8% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling