+25.4%
IVZ vs SIRI
+53.5%
-28.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.3% |
| 7D | +7.6% | -1.7% | +9.3% | +7.9% |
| 30D | +4.3% | +21.1% | -16.8% | +1.9% |
| 3M | -9.3% | +14.7% | -24.1% | -10.9% |
| 6M | +5.2% | +22.9% | -17.7% | +1.5% |
| YTD | +13.4% | +65.7% | -52.3% | +0.6% |
| 1Y | +25.4% | +53.5% | -28.1% | +16.4% |
| All | +25.4% | +53.5% | -28.1% | +16.4% |
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