+94.0%
IVZ vs SARO
-23.7%
+117.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.5% |
| 7D | -2.4% | -4.0% | +1.6% | -0.7% |
| 30D | +2.5% | -16.1% | +18.6% | +10.0% |
| 3M | +17.1% | -4.5% | +21.6% | +18.7% |
| 6M | +35.1% | -17.0% | +52.2% | +44.3% |
| YTD | +24.3% | -17.5% | +41.8% | +32.7% |
| 1Y | +48.7% | -12.3% | +60.9% | +54.0% |
| All | +94.0% | -23.7% | +117.8% | +83.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling