+60.9%
IVZ vs SIRI
-13.0%
+73.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | +1.1% | +4.3% | -3.2% | -0.6% |
| 30D | +3.1% | -2.8% | +5.9% | +3.9% |
| 3M | +18.2% | +5.9% | +12.3% | +15.1% |
| 6M | +38.6% | +31.9% | +6.7% | +24.1% |
| YTD | +25.9% | +48.7% | -22.7% | +7.2% |
| 1Y | +51.7% | +23.2% | +28.4% | +37.6% |
| 3Y | +138.7% | -23.9% | +162.5% | +140.8% |
| 5Y | +62.8% | -43.4% | +106.2% | +72.5% |
| 10Y | +60.9% | -13.6% | +74.5% | +32.3% |
| All | +60.9% | -13.0% | +73.9% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling