+38.8%
IVZ vs ALM
+395.6%
-356.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.4% |
| 7D | +2.2% | -6.3% | +8.5% | +2.7% |
| 30D | -2.2% | -31.4% | +29.3% | +0.3% |
| 3M | -8.4% | -40.6% | +32.2% | -5.5% |
| 6M | +6.2% | -58.6% | +64.8% | +11.3% |
| YTD | +12.4% | -7.6% | +20.0% | +12.0% |
| 1Y | +26.0% | +13.8% | +12.2% | +23.7% |
| 3Y | +147.9% | +842.1% | -694.3% | +110.9% |
| 5Y | +38.8% | +407.4% | -368.6% | +21.1% |
| All | +38.8% | +395.6% | -356.8% | +21.1% |
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