+28.8%
IVZ vs ALLY
-7.4%
+36.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | -14.8% | -12.4% | -2.4% | -7.7% |
| 6M | +2.4% | -8.7% | +11.1% | +8.1% |
| YTD | +5.4% | -11.6% | +17.1% | +13.2% |
| 1Y | +19.6% | +0.2% | +19.4% | +18.8% |
| 3Y | +122.4% | +57.1% | +65.4% | +64.4% |
| 5Y | +28.8% | -6.8% | +35.6% | +31.2% |
| All | +28.8% | -7.4% | +36.2% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling