+735.8%
IVV vs ALB
+1,229.7%
-493.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.4% |
| 7D | -4.8% | +5.5% | -10.2% | -6.2% |
| 30D | -5.9% | -7.5% | +1.6% | -4.1% |
| 3M | -4.5% | -16.9% | +12.4% | -0.4% |
| 6M | +1.8% | -49.2% | +51.0% | +20.5% |
| YTD | +8.4% | -29.9% | +38.2% | +14.5% |
| 1Y | +9.4% | +8.2% | +1.2% | +1.7% |
| 3Y | +75.3% | -19.4% | +94.7% | +59.3% |
| 5Y | +67.8% | -61.6% | +129.4% | +80.2% |
| 10Y | +314.2% | +34.6% | +279.6% | +153.9% |
| All | +735.8% | +1,229.7% | -493.8% | +103.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling