+150.0%
IVZ vs SITM
+4,437.5%
-4,287.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +1.2% | +3.7% | -2.5% | +0.4% |
| 30D | +1.8% | -14.5% | +16.3% | +4.6% |
| 3M | +15.7% | -10.6% | +26.3% | +15.8% |
| 6M | +36.3% | +65.5% | -29.2% | +17.9% |
| YTD | +24.9% | +67.0% | -42.1% | +6.4% |
| 1Y | +48.9% | +138.6% | -89.7% | +15.7% |
| 3Y | +136.8% | +421.8% | -285.0% | +43.4% |
| 5Y | +60.0% | +172.4% | -112.5% | -0.6% |
| All | +150.0% | +4,437.5% | -4,287.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling