+140.3%
IVZ vs ALLY
+63.1%
+77.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +25.0% |
| YTD | +28.7% | -1.4% | +30.2% | +29.2% |
| 1Y | +55.4% | +8.2% | +47.1% | +46.5% |
| All | +140.3% | +63.1% | +77.2% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling