+95.0%
IVZ vs SARO
-21.9%
+116.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +8.4% |
| 3M | +15.7% | -5.3% | +21.1% | +17.8% |
| 6M | +36.3% | -15.3% | +51.6% | +44.3% |
| YTD | +24.9% | -15.6% | +40.5% | +32.1% |
| 1Y | +48.9% | -9.1% | +58.0% | +52.0% |
| All | +95.0% | -21.9% | +116.9% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling