+128.7%
IVZ vs SFM
+24.6%
+104.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.1% | -2.9% | -7.5% |
| 7D | -6.7% | +7.5% | -14.2% | -7.4% |
| 30D | -10.9% | -20.8% | +10.0% | -9.0% |
| 3M | -14.8% | -39.4% | +24.5% | -10.4% |
| 6M | +2.4% | -34.5% | +36.9% | +6.2% |
| YTD | +5.4% | -35.2% | +40.7% | +9.0% |
| 1Y | +19.6% | -35.3% | +54.9% | +23.6% |
| All | +128.7% | +24.6% | +104.1% | +110.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling