+50.5%
IVZ vs SFM
+146.8%
-96.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.6% |
| 7D | +4.1% | -10.2% | +14.3% | +6.0% |
| 30D | -2.0% | -23.9% | +21.9% | +1.9% |
| 3M | -7.8% | -42.3% | +34.4% | +0.4% |
| 6M | +6.3% | -40.1% | +46.5% | +14.4% |
| YTD | +12.6% | -37.8% | +50.3% | +19.3% |
| 1Y | +27.6% | -37.1% | +64.7% | +34.9% |
| 3Y | +154.0% | +21.5% | +132.5% | +126.4% |
| 5Y | +37.3% | +103.8% | -66.5% | +6.8% |
| 10Y | +50.5% | +142.0% | -91.4% | +7.5% |
| All | +50.5% | +146.8% | -96.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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