+39.0%
IVZ vs SIRI
-6.2%
+45.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | -2.8% | -2.6% | -0.1% | -1.8% |
| 30D | -2.2% | +22.2% | -24.4% | -8.9% |
| 3M | -8.1% | +14.1% | -22.2% | -12.6% |
| 6M | +3.8% | +22.5% | -18.7% | -4.3% |
| YTD | +11.5% | +67.9% | -56.4% | -9.1% |
| 1Y | +23.7% | +54.6% | -30.9% | +3.9% |
| 3Y | +145.8% | -21.3% | +167.1% | +149.2% |
| 5Y | +36.1% | -40.4% | +76.5% | +44.3% |
| All | +39.0% | -6.2% | +45.3% | +23.3% |
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