+68.2%
IVV vs ALB
-61.7%
+129.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | -2.7% | +9.1% | -11.8% | -4.0% |
| 30D | -5.4% | -3.4% | -2.0% | -5.0% |
| 3M | -4.1% | -20.6% | +16.5% | -1.1% |
| 6M | +0.7% | -48.2% | +48.9% | +10.4% |
| YTD | +8.7% | -29.2% | +38.0% | +12.0% |
| 1Y | +11.0% | +10.0% | +1.0% | +5.9% |
| 3Y | +75.4% | -12.9% | +88.3% | +62.6% |
| All | +68.2% | -61.7% | +129.9% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling