+28.8%
IVZ vs ALM
+390.7%
-362.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.6% | +1.5% | -7.3% |
| 7D | -6.7% | -14.5% | +7.8% | -5.6% |
| 30D | -10.9% | -39.0% | +28.2% | -7.8% |
| 3M | -14.8% | -40.3% | +25.4% | -12.2% |
| 6M | +2.4% | -60.3% | +62.7% | +7.7% |
| YTD | +5.4% | -9.8% | +15.2% | +5.2% |
| 1Y | +19.6% | +30.8% | -11.2% | +16.5% |
| 3Y | +122.4% | +772.4% | -650.0% | +90.0% |
| 5Y | +28.8% | +390.7% | -362.0% | +12.6% |
| All | +28.8% | +390.7% | -362.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling