+65.4%
IVZ vs ALLY
+191.1%
-125.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +0.6% | +3.7% | -3.0% | -1.6% |
| 30D | +4.0% | -2.3% | +6.3% | +5.5% |
| 3M | +18.2% | +3.8% | +14.4% | +15.4% |
| 6M | +32.8% | +9.7% | +23.1% | +24.9% |
| YTD | +28.7% | -1.4% | +30.2% | +29.3% |
| 1Y | +55.4% | +8.2% | +47.1% | +46.3% |
| 3Y | +135.2% | +66.5% | +68.7% | +64.0% |
| 5Y | +64.2% | +1.2% | +63.0% | +49.7% |
| All | +65.4% | +191.1% | -125.7% | -23.4% |
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