+66.3%
IVZ vs ALM
+7,705.7%
-7,639.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.1% |
| 7D | +0.6% | -2.6% | +3.2% | +0.7% |
| 30D | +4.0% | +32.0% | -28.0% | +3.9% |
| 3M | +18.2% | -15.0% | +33.2% | +18.2% |
| 6M | +32.8% | -10.1% | +43.0% | +32.8% |
| YTD | +28.7% | +99.4% | -70.7% | +28.3% |
| 1Y | +55.4% | +316.4% | -261.0% | +54.3% |
| 3Y | +135.2% | +2,022.0% | -1,886.8% | +132.0% |
| 5Y | +64.2% | +941.2% | -877.0% | +62.2% |
| 10Y | +64.6% | +2,950.3% | -2,885.7% | +61.8% |
| All | +66.3% | +7,705.7% | -7,639.5% | +60.8% |
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