+36.1%
IVZ vs ALM
+3,431.9%
-3,395.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -9.6% | +1.5% | -8.0% |
| 7D | -6.7% | -14.5% | +7.8% | -6.6% |
| 30D | -10.9% | -39.0% | +28.2% | -10.7% |
| 3M | -14.8% | -40.3% | +25.4% | -14.7% |
| 6M | +2.4% | -60.3% | +62.7% | +2.8% |
| YTD | +5.4% | -9.8% | +15.2% | +5.4% |
| 1Y | +19.6% | +30.8% | -11.2% | +19.4% |
| 3Y | +122.4% | +772.4% | -650.0% | +120.3% |
| 5Y | +28.8% | +390.7% | -362.0% | +27.6% |
| 10Y | +52.3% | +2,028.5% | -1,976.2% | +50.2% |
| All | +36.1% | +3,431.9% | -3,395.8% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling