+1,104.4%
IVZ vs SIRI
+10.2%
+1,094.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.4% |
| 7D | +0.6% | +1.6% | -0.9% | +0.4% |
| 30D | +4.0% | -4.7% | +8.7% | +4.6% |
| 3M | +18.2% | +5.3% | +12.9% | +17.2% |
| 6M | +32.8% | +30.5% | +2.3% | +27.9% |
| YTD | +28.7% | +49.6% | -20.9% | +21.5% |
| 1Y | +55.4% | +28.5% | +26.9% | +49.3% |
| 3Y | +135.2% | -27.5% | +162.7% | +138.7% |
| 5Y | +64.2% | -44.7% | +108.8% | +69.8% |
| 10Y | +64.6% | -12.6% | +77.2% | +62.2% |
| All | +1,104.4% | +10.2% | +1,094.2% | +774.8% |
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