+65.4%
IVZ vs SBAC
+80.0%
-14.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +4.0% | +6.9% | -2.9% | +1.6% |
| 3M | +18.2% | -8.2% | +26.4% | +21.1% |
| 6M | +32.8% | -1.6% | +34.5% | +31.1% |
| YTD | +28.7% | -0.1% | +28.9% | +25.9% |
| 1Y | +55.4% | -0.5% | +55.8% | +51.7% |
| 3Y | +135.2% | -9.1% | +144.3% | +131.4% |
| 5Y | +64.2% | -43.8% | +108.0% | +94.6% |
| All | +65.4% | +80.0% | -14.6% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling