+28.8%
IVZ vs ALLE
+51.8%
-23.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.9% | -5.1% | -6.2% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -10.9% | +20.6% | -31.4% | -21.6% |
| 3M | -14.8% | +11.4% | -26.2% | -21.2% |
| 6M | +2.4% | +42.5% | -40.1% | -21.3% |
| YTD | +5.4% | +18.9% | -13.5% | -8.6% |
| 1Y | +19.6% | +14.2% | +5.4% | +6.7% |
| 3Y | +122.4% | +90.7% | +31.8% | +28.5% |
| 5Y | +28.8% | +52.5% | -23.7% | -14.2% |
| All | +28.8% | +51.8% | -23.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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