+129.6%
IVZ vs ALC
+24.0%
+105.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.5% |
| 7D | +0.6% | -2.1% | +2.7% | +1.9% |
| 30D | +4.0% | -0.1% | +4.1% | +3.8% |
| 3M | +18.2% | +5.9% | +12.3% | +12.9% |
| 6M | +32.8% | -15.9% | +48.8% | +46.1% |
| YTD | +28.7% | -10.1% | +38.9% | +35.3% |
| 1Y | +55.4% | -10.2% | +65.6% | +62.8% |
| 3Y | +135.2% | -13.6% | +148.8% | +146.0% |
| 5Y | +64.2% | -15.1% | +79.3% | +69.3% |
| All | +129.6% | +24.0% | +105.6% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling