+38.2%
IVZ vs SIRI
-7.8%
+46.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | +5.1% | -3.7% | +8.8% | +6.5% |
| 30D | -1.6% | +20.4% | -22.0% | -7.8% |
| 3M | -9.1% | +12.5% | -21.6% | -13.2% |
| 6M | +1.8% | +23.4% | -21.7% | -6.4% |
| YTD | +10.8% | +65.2% | -54.3% | -9.1% |
| 1Y | +19.1% | +52.4% | -33.3% | +0.6% |
| 3Y | +144.4% | -22.6% | +167.0% | +149.2% |
| 5Y | +33.6% | -41.7% | +75.2% | +42.9% |
| All | +38.2% | -7.8% | +46.0% | +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