+27.4%
IVZ vs SFM
+105.4%
-78.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -2.3% |
| 30D | -11.2% | -24.8% | +13.5% | -8.2% |
| 3M | -14.0% | -43.7% | +29.7% | -7.2% |
| 6M | +0.5% | -37.3% | +37.7% | +5.9% |
| YTD | +5.4% | -38.4% | +43.8% | +10.8% |
| 1Y | +19.5% | -36.9% | +56.4% | +24.9% |
| 3Y | +128.7% | +20.7% | +108.0% | +102.9% |
| All | +27.4% | +105.4% | -78.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling