+38.8%
IVZ vs ALLY
-9.3%
+48.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.2% |
| 7D | +2.2% | -0.7% | +2.8% | +2.7% |
| 30D | -2.2% | +1.1% | -3.3% | -2.8% |
| 3M | -8.4% | -13.2% | +4.7% | -0.2% |
| 6M | +6.2% | -13.5% | +19.6% | +15.8% |
| YTD | +12.4% | -14.3% | +26.7% | +22.9% |
| 1Y | +26.0% | -1.1% | +27.2% | +26.4% |
| 3Y | +147.9% | +62.0% | +85.9% | +79.9% |
| 5Y | +38.8% | -9.6% | +48.4% | +44.4% |
| All | +38.8% | -9.3% | +48.1% | +44.4% |
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 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