+257.6%
IVZ vs SBAC
+2,252.5%
-1,994.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.2% | -6.8% | -7.7% |
| 7D | -6.7% | +4.4% | -11.1% | -7.6% |
| 30D | -10.9% | +13.8% | -24.6% | -13.8% |
| 3M | -14.8% | +9.0% | -23.8% | -16.9% |
| 6M | +2.4% | -10.0% | +12.4% | +4.2% |
| YTD | +5.4% | +1.8% | +3.6% | +3.1% |
| 1Y | +19.6% | +1.1% | +18.4% | +17.1% |
| 3Y | +122.4% | -9.5% | +132.0% | +120.9% |
| 5Y | +28.8% | -39.0% | +67.8% | +40.0% |
| 10Y | +52.3% | +101.1% | -48.8% | +23.5% |
| All | +257.6% | +2,252.5% | -1,994.9% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling