+315.2%
IVV vs ALB
+74.5%
+240.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.4% |
| 7D | +0.1% | -8.1% | +8.2% | +1.7% |
| 30D | +0.1% | +6.3% | -6.2% | -1.3% |
| 3M | +2.0% | -23.6% | +25.6% | +6.8% |
| 6M | +13.0% | -24.6% | +37.7% | +17.5% |
| YTD | +13.6% | -10.3% | +23.9% | +13.1% |
| 1Y | +20.1% | +61.5% | -41.4% | +4.6% |
| 3Y | +77.6% | -34.0% | +111.6% | +76.7% |
| 5Y | +82.5% | -44.6% | +127.1% | +80.8% |
| All | +315.2% | +74.5% | +240.7% | +168.9% |
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