+65.1%
IVZ vs ALC
-16.0%
+81.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.3% |
| 7D | +0.6% | -2.1% | +2.7% | +1.8% |
| 30D | +4.0% | -0.1% | +4.1% | +3.8% |
| 3M | +18.2% | +5.9% | +12.3% | +13.4% |
| 6M | +32.8% | -15.9% | +48.8% | +45.4% |
| YTD | +28.7% | -10.1% | +38.9% | +35.1% |
| 1Y | +55.4% | -10.2% | +65.6% | +62.6% |
| 3Y | +135.2% | -13.6% | +148.8% | +145.4% |
| All | +65.1% | -16.0% | +81.1% | +61.5% |
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