+19.5%
IVZ vs ALC
+2.0%
+17.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.7% |
| 7D | -2.4% | +4.9% | -7.3% | -3.8% |
| 30D | -11.2% | +19.0% | -30.2% | -15.8% |
| 3M | -14.0% | +7.8% | -21.7% | -16.0% |
| 6M | +0.5% | +14.6% | -14.1% | -4.6% |
| YTD | +5.4% | -4.4% | +9.9% | +9.0% |
| 1Y | +19.5% | +1.4% | +18.1% | +20.1% |
| All | +19.5% | +2.0% | +17.5% | +20.1% |
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 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