+128.7%
IVZ vs ALC
+4.5%
+124.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -7.6% |
| 7D | -6.7% | +7.6% | -14.3% | -9.8% |
| 30D | -10.9% | +21.1% | -32.0% | -18.4% |
| 3M | -14.8% | +8.5% | -23.3% | -18.2% |
| 6M | +2.4% | +2.8% | -0.4% | 0.0% |
| YTD | +5.4% | -2.4% | +7.8% | +6.0% |
| 1Y | +19.6% | +3.5% | +16.1% | +16.4% |
| All | +128.7% | +4.5% | +124.2% | +115.3% |
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