+26.0%
IVZ vs SIRI
+54.0%
-28.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +2.2% | +5.5% | -3.4% | +1.4% |
| 30D | -2.2% | +22.6% | -24.8% | -4.7% |
| 3M | -8.4% | +12.9% | -21.4% | -9.9% |
| 6M | +6.2% | +22.3% | -16.1% | +2.5% |
| YTD | +12.4% | +67.8% | -55.4% | -0.6% |
| 1Y | +26.0% | +54.6% | -28.6% | +17.3% |
| All | +26.0% | +54.0% | -28.0% | +17.3% |
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 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