+44.6%
IVZ vs SBAC
+103.9%
-59.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +2.2% | +3.6% | -1.5% | +1.0% |
| 30D | -2.2% | +4.9% | -7.1% | -3.9% |
| 3M | -8.4% | +6.5% | -14.9% | -10.8% |
| 6M | +6.2% | -11.1% | +17.3% | +9.6% |
| YTD | +12.4% | +0.9% | +11.5% | +9.1% |
| 1Y | +26.0% | -1.6% | +27.6% | +23.4% |
| 3Y | +147.9% | -7.0% | +154.8% | +140.9% |
| 5Y | +38.8% | -39.2% | +78.0% | +59.9% |
| 10Y | +44.6% | +111.4% | -66.8% | +36.9% |
| All | +44.6% | +103.9% | -59.3% | +36.9% |
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