+66.5%
IVZ vs SIRI
-43.1%
+109.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.7% |
| 7D | +0.6% | +1.6% | -0.9% | +0.2% |
| 30D | +4.0% | -4.7% | +8.7% | +5.0% |
| 3M | +18.2% | +5.3% | +12.9% | +16.3% |
| 6M | +32.8% | +30.5% | +2.3% | +23.8% |
| YTD | +28.7% | +49.6% | -20.9% | +15.7% |
| 1Y | +55.4% | +28.5% | +26.9% | +44.4% |
| 3Y | +135.2% | -27.5% | +162.7% | +138.7% |
| All | +66.5% | -43.1% | +109.6% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling