+50.5%
IVZ vs ALM
+2,221.4%
-2,170.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.1% | -1.3% | +6.4% |
| 7D | +4.1% | +0.7% | +3.4% | +4.1% |
| 30D | -2.0% | -26.1% | +24.0% | -0.7% |
| 3M | -7.8% | -38.1% | +30.3% | -6.1% |
| 6M | +6.3% | -55.4% | +61.7% | +9.4% |
| YTD | +12.6% | -0.4% | +12.9% | +11.9% |
| 1Y | +27.6% | +25.4% | +2.3% | +25.6% |
| 3Y | +154.0% | +907.8% | -753.7% | +129.4% |
| 5Y | +37.3% | +440.2% | -402.9% | +24.9% |
| 10Y | +50.5% | +2,031.1% | -1,980.6% | +39.5% |
| All | +50.5% | +2,221.4% | -2,170.9% | +39.5% |
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