+28.8%
IVZ vs ALC
-8.7%
+37.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.0% | -7.5% |
| 7D | -6.7% | +7.6% | -14.3% | -10.5% |
| 30D | -10.9% | +21.1% | -32.0% | -20.2% |
| 3M | -14.8% | +8.5% | -23.3% | -19.1% |
| 6M | +2.4% | +2.8% | -0.4% | -1.0% |
| YTD | +5.4% | -2.4% | +7.8% | +5.3% |
| 1Y | +19.6% | +3.5% | +16.1% | +15.0% |
| 3Y | +122.4% | +4.2% | +118.3% | +105.2% |
| 5Y | +28.8% | -9.0% | +37.7% | +22.0% |
| All | +28.8% | -8.7% | +37.5% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling