+952.9%
IVZ vs SIRI
+25.2%
+927.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +5.9% | +6.6% |
| 7D | +4.1% | +11.4% | -7.3% | +2.6% |
| 30D | -2.0% | +24.2% | -26.3% | -4.8% |
| 3M | -7.8% | +11.1% | -19.0% | -9.2% |
| 6M | +6.3% | +23.9% | -17.6% | +3.1% |
| YTD | +12.6% | +70.0% | -57.5% | +4.4% |
| 1Y | +27.6% | +56.6% | -29.0% | +19.6% |
| 3Y | +154.0% | -21.4% | +175.4% | +155.6% |
| 5Y | +37.3% | -38.3% | +75.6% | +39.8% |
| 10Y | +50.5% | -3.5% | +54.1% | +46.2% |
| All | +952.9% | +25.2% | +927.7% | +651.6% |
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