+48.9%
IVZ vs SIRI
+22.5%
+26.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.2% | -3.9% | +5.1% | +1.6% |
| 30D | +1.8% | -0.8% | +2.6% | +1.9% |
| 3M | +15.7% | +4.3% | +11.4% | +14.4% |
| 6M | +36.3% | +34.1% | +2.3% | +29.9% |
| YTD | +24.9% | +47.3% | -22.4% | +16.2% |
| 1Y | +48.9% | +22.9% | +26.0% | +45.5% |
| All | +48.9% | +22.5% | +26.4% | +45.5% |
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