+951.4%
IVZ vs SIRI
+23.6%
+927.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +2.2% | +5.5% | -3.4% | +1.4% |
| 30D | -2.2% | +22.6% | -24.8% | -4.8% |
| 3M | -8.4% | +12.9% | -21.4% | -10.0% |
| 6M | +6.2% | +22.3% | -16.1% | +3.1% |
| YTD | +12.4% | +67.8% | -55.4% | +4.4% |
| 1Y | +26.0% | +54.6% | -28.6% | +18.3% |
| 3Y | +147.9% | -21.4% | +169.2% | +149.4% |
| 5Y | +38.8% | -39.2% | +78.0% | +41.6% |
| 10Y | +44.6% | -5.2% | +49.8% | +40.7% |
| All | +951.4% | +23.6% | +927.9% | +651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling