+463.1%
IVV vs ALM
+3,507.4%
-3,044.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.3% |
| 7D | -2.7% | -6.7% | +4.0% | -2.7% |
| 30D | -5.4% | -32.9% | +27.5% | -5.3% |
| 3M | -4.1% | -39.5% | +35.4% | -3.9% |
| 6M | +0.7% | -62.0% | +62.7% | +0.9% |
| YTD | +8.7% | -7.8% | +16.6% | +8.7% |
| 1Y | +11.0% | +26.7% | -15.7% | +10.9% |
| 3Y | +75.4% | +825.4% | -749.9% | +74.4% |
| 5Y | +68.3% | +401.2% | -332.9% | +67.4% |
| 10Y | +315.5% | +2,074.0% | -1,758.5% | +311.8% |
| All | +463.1% | +3,507.4% | -3,044.3% | +453.7% |
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