+27.4%
IVZ vs SBAC
-40.3%
+67.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -2.4% | +1.2% | -3.7% | -2.8% |
| 30D | -11.2% | +11.2% | -22.4% | -14.3% |
| 3M | -14.0% | +4.5% | -18.4% | -15.4% |
| 6M | +0.5% | -12.2% | +12.6% | +4.0% |
| YTD | +5.4% | -0.1% | +5.6% | +3.2% |
| 1Y | +19.5% | -0.3% | +19.7% | +16.9% |
| 3Y | +128.7% | -8.7% | +137.4% | +124.4% |
| All | +27.4% | -40.3% | +67.7% | +49.0% |
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