+88.0%
IVZ vs ALC
+31.8%
+56.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.3% |
| 7D | -2.4% | +4.9% | -7.3% | -5.4% |
| 30D | -11.2% | +19.0% | -30.2% | -20.5% |
| 3M | -14.0% | +7.8% | -21.7% | -18.5% |
| 6M | +0.5% | +14.6% | -14.1% | -9.2% |
| YTD | +5.4% | -4.4% | +9.9% | +6.2% |
| 1Y | +19.5% | +1.4% | +18.1% | +15.5% |
| 3Y | +128.7% | +2.5% | +126.2% | +112.1% |
| 5Y | +28.8% | -10.9% | +39.7% | +28.6% |
| All | +88.0% | +31.8% | +56.2% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling