+49.4%
IVZ vs SARO
-9.2%
+58.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +1.2% | +0.6% | +0.5% | +0.9% |
| 30D | +1.8% | -14.5% | +16.3% | +8.1% |
| 3M | +15.7% | -5.3% | +21.1% | +17.7% |
| 6M | +36.3% | -15.3% | +51.6% | +43.9% |
| YTD | +24.9% | -15.6% | +40.5% | +31.5% |
| All | +49.4% | -9.2% | +58.6% | +51.9% |
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