+30.7%
IVZ vs ALC
+4.2%
+26.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.7% | +2.1% |
| 7D | +2.6% | +10.7% | -8.1% | -0.5% |
| 30D | -3.5% | +20.2% | -23.7% | -8.8% |
| 3M | -7.4% | +8.9% | -16.3% | -9.8% |
| 6M | +14.7% | +5.7% | +9.0% | +12.1% |
| YTD | +14.6% | -1.4% | +16.0% | +17.4% |
| 1Y | +30.7% | +4.7% | +26.0% | +29.7% |
| All | +30.7% | +4.2% | +26.5% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling