+49.0%
IVZ vs ALM
+2,022.9%
-1,973.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -2.4% | -6.7% | +4.2% | -2.1% |
| 30D | -11.2% | -32.9% | +21.7% | -9.6% |
| 3M | -14.0% | -39.5% | +25.5% | -12.2% |
| 6M | +0.5% | -62.0% | +62.4% | +4.1% |
| YTD | +5.4% | -7.8% | +13.3% | +5.1% |
| 1Y | +19.5% | +26.7% | -7.2% | +17.5% |
| 3Y | +128.7% | +825.4% | -696.7% | +106.7% |
| 5Y | +28.8% | +401.2% | -372.5% | +17.2% |
| All | +49.0% | +2,022.9% | -1,973.9% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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