+55.4%
IVZ vs SARO
-7.4%
+62.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +4.0% | -20.0% | +24.0% | +13.2% |
| 3M | +18.2% | -2.9% | +21.1% | +18.9% |
| 6M | +32.8% | -17.7% | +50.5% | +41.4% |
| YTD | +28.7% | -13.5% | +42.2% | +34.1% |
| 1Y | +55.4% | -9.7% | +65.1% | +57.4% |
| All | +55.4% | -7.4% | +62.8% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling