+51.7%
IVZ vs SITM
+150.1%
-98.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | +1.1% | +8.4% | -7.3% | +0.2% |
| 30D | +3.1% | -17.4% | +20.5% | +4.9% |
| 3M | +18.2% | -9.8% | +28.0% | +18.0% |
| 6M | +38.6% | +83.0% | -44.4% | +26.4% |
| YTD | +25.9% | +69.6% | -43.7% | +15.5% |
| 1Y | +51.7% | +144.9% | -93.2% | +34.6% |
| All | +51.7% | +150.1% | -98.4% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling