+128.7%
IVZ vs ALLY
+54.4%
+74.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +1.1% |
| 7D | -2.4% | +0.9% | -3.4% | -3.0% |
| 30D | -11.2% | +3.1% | -14.3% | -12.9% |
| 3M | -14.0% | -12.6% | -1.4% | -6.4% |
| 6M | +0.5% | -12.4% | +12.9% | +9.1% |
| YTD | +5.4% | -13.2% | +18.6% | +14.6% |
| 1Y | +19.5% | +1.8% | +17.6% | +17.6% |
| 3Y | +128.7% | +58.0% | +70.7% | +67.3% |
| All | +128.7% | +54.4% | +74.3% | +67.3% |
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