+72.9%
IVZ vs SFM
+132.6%
-59.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | +4.0% | -4.4% | +8.4% | +4.7% |
| 3M | +18.2% | +1.5% | +16.7% | +17.2% |
| 6M | +32.8% | +6.5% | +26.3% | +29.6% |
| YTD | +28.7% | +2.2% | +26.6% | +26.4% |
| 1Y | +55.4% | -41.9% | +97.3% | +68.4% |
| 3Y | +135.2% | +106.8% | +28.5% | +94.8% |
| 5Y | +64.2% | +231.6% | -167.4% | +20.8% |
| 10Y | +64.6% | +258.4% | -193.8% | +12.2% |
| All | +72.9% | +132.6% | -59.7% | +27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling