+75.4%
IVV vs ALB
-16.8%
+92.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.7% | +9.1% | -11.8% | -3.7% |
| 30D | -5.4% | -3.4% | -2.0% | -5.1% |
| 3M | -4.1% | -20.6% | +16.5% | -1.8% |
| 6M | +0.7% | -48.2% | +48.9% | +7.9% |
| YTD | +8.7% | -29.2% | +38.0% | +11.2% |
| 1Y | +11.0% | +10.0% | +1.0% | +7.1% |
| 3Y | +75.4% | -12.9% | +88.3% | +63.0% |
| All | +75.4% | -16.8% | +92.3% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling