+49.0%
IVZ vs ALLY
+194.4%
-145.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -7.2% |
| 7D | -6.7% | -1.1% | -5.5% | -6.0% |
| 30D | -10.9% | +4.2% | -15.0% | -13.1% |
| 3M | -14.8% | -12.4% | -2.4% | -7.5% |
| 6M | +2.4% | -8.7% | +11.1% | +8.3% |
| YTD | +5.4% | -11.6% | +17.1% | +13.4% |
| 1Y | +19.6% | +0.2% | +19.4% | +18.7% |
| 3Y | +122.4% | +57.1% | +65.4% | +61.5% |
| 5Y | +28.8% | -6.8% | +35.6% | +24.2% |
| All | +49.0% | +194.4% | -145.4% | -30.1% |
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