+152.5%
IVZ vs SBAC
-6.5%
+159.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.2% |
| 7D | +7.6% | +0.6% | +7.0% | +7.5% |
| 30D | +4.3% | +5.5% | -1.1% | +3.7% |
| 3M | -9.3% | +3.1% | -12.4% | -9.7% |
| 6M | +5.2% | -7.0% | +12.3% | +6.3% |
| YTD | +13.4% | +0.5% | +12.9% | +13.0% |
| 1Y | +25.4% | +0.2% | +25.2% | +24.9% |
| 3Y | +152.5% | -7.4% | +159.8% | +160.7% |
| All | +152.5% | -6.5% | +159.0% | +160.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling