+30.7%
IVZ vs SIRI
+59.9%
-29.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.4% | -4.3% | +3.0% |
| 7D | +2.6% | +22.3% | -19.6% | 0.0% |
| 30D | -3.5% | +26.9% | -30.4% | -6.4% |
| 3M | -7.4% | +9.6% | -17.0% | -8.5% |
| 6M | +14.7% | +27.2% | -12.5% | +10.1% |
| YTD | +14.6% | +72.4% | -57.8% | +1.5% |
| 1Y | +30.7% | +59.9% | -29.2% | +20.7% |
| All | +30.7% | +59.9% | -29.1% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling