+5.2%
IVZ vs SARO
+3.9%
+1.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.1% |
| 7D | +7.6% | +0.4% | +7.2% | +7.5% |
| 30D | +4.3% | +40.3% | -36.0% | -7.7% |
| 3M | -9.3% | +2.2% | -11.6% | -10.0% |
| 6M | +5.2% | +3.7% | +1.5% | +3.7% |
| All | +5.2% | +3.9% | +1.3% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling