+488.3%
IVV vs ALM
+7,705.7%
-7,217.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +0.1% | -2.6% | +2.7% | +0.1% |
| 30D | +0.1% | +32.0% | -31.9% | 0.0% |
| 3M | +2.0% | -15.0% | +17.0% | +2.0% |
| 6M | +13.0% | -10.1% | +23.2% | +13.0% |
| YTD | +13.6% | +99.4% | -85.8% | +13.3% |
| 1Y | +20.1% | +316.4% | -296.3% | +19.6% |
| 3Y | +77.6% | +2,022.0% | -1,944.4% | +76.1% |
| 5Y | +82.5% | +941.2% | -858.7% | +81.1% |
| 10Y | +316.5% | +2,950.3% | -2,633.8% | +312.1% |
| All | +488.3% | +7,705.7% | -7,217.5% | +477.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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