+306.5%
IVV vs ALB
+33.3%
+273.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.7% | +9.1% | -11.8% | -4.3% |
| 30D | -5.4% | -3.4% | -2.0% | -4.9% |
| 3M | -4.1% | -20.6% | +16.5% | -0.3% |
| 6M | +0.7% | -48.2% | +48.9% | +13.0% |
| YTD | +8.7% | -29.2% | +38.0% | +12.9% |
| 1Y | +11.0% | +10.0% | +1.0% | +4.9% |
| 3Y | +75.4% | -12.9% | +88.3% | +61.4% |
| 5Y | +68.3% | -61.3% | +129.6% | +79.8% |
| All | +306.5% | +33.3% | +273.2% | +186.3% |
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