+36.1%
IVZ vs SBAC
-39.8%
+75.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.8% | -2.8% | 0.0% | -1.9% |
| 30D | -2.2% | +3.1% | -5.3% | -3.2% |
| 3M | -8.1% | +5.1% | -13.2% | -9.8% |
| 6M | +3.8% | -11.4% | +15.2% | +7.2% |
| YTD | +11.5% | +0.2% | +11.3% | +9.0% |
| 1Y | +23.7% | -3.9% | +27.6% | +23.0% |
| 3Y | +145.8% | -7.7% | +153.5% | +139.8% |
| 5Y | +36.1% | -39.7% | +75.9% | +56.4% |
| All | +36.1% | -39.8% | +75.9% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling