+140.3%
IVZ vs ALC
-13.3%
+153.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.6% |
| 30D | +4.0% | -0.1% | +4.1% | +3.8% |
| 3M | +18.2% | +5.9% | +12.3% | +14.0% |
| 6M | +32.8% | -15.9% | +48.8% | +44.5% |
| YTD | +28.7% | -10.1% | +38.9% | +34.7% |
| 1Y | +55.4% | -10.2% | +65.6% | +62.3% |
| All | +140.3% | -13.3% | +153.6% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling