+41.5%
IVZ vs SFM
+47.4%
-5.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.1% | -2.9% | -7.1% |
| 7D | -6.7% | +7.5% | -14.2% | -7.9% |
| 30D | -10.9% | -20.8% | +10.0% | -8.0% |
| 3M | -14.8% | -39.4% | +24.5% | -8.0% |
| 6M | +2.4% | -34.5% | +36.9% | +8.3% |
| YTD | +5.4% | -35.2% | +40.7% | +11.0% |
| 1Y | +19.6% | -35.3% | +54.9% | +25.8% |
| 3Y | +122.4% | +23.9% | +98.5% | +99.9% |
| 5Y | +28.8% | +113.8% | -85.1% | +1.4% |
| 10Y | +52.3% | +152.0% | -99.6% | +9.9% |
| All | +41.5% | +47.4% | -5.9% | +12.1% |
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 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