+38.2%
IVZ vs ALLY
+172.1%
-133.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +5.1% | -2.1% | +7.3% | +6.5% |
| 30D | -1.6% | +2.0% | -3.6% | -2.7% |
| 3M | -9.1% | -13.3% | +4.2% | -0.6% |
| 6M | +1.8% | -9.9% | +11.6% | +8.5% |
| YTD | +10.8% | -13.5% | +24.4% | +20.8% |
| 1Y | +19.1% | -2.8% | +21.9% | +20.6% |
| 3Y | +144.4% | +63.4% | +81.0% | +73.2% |
| 5Y | +33.6% | -10.9% | +44.4% | +32.5% |
| All | +38.2% | +172.1% | -133.8% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling