+27.4%
IVZ vs ALC
-11.2%
+38.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +1.2% |
| 7D | -2.4% | +4.9% | -7.3% | -5.1% |
| 30D | -11.2% | +19.0% | -30.2% | -19.7% |
| 3M | -14.0% | +7.8% | -21.7% | -18.0% |
| 6M | +0.5% | +14.6% | -14.1% | -8.3% |
| YTD | +5.4% | -4.4% | +9.9% | +6.5% |
| 1Y | +19.5% | +1.4% | +18.1% | +16.2% |
| 3Y | +128.7% | +2.5% | +126.2% | +112.7% |
| All | +27.4% | -11.2% | +38.6% | +23.3% |
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 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