+140.3%
IVZ vs SITM
+372.9%
-232.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.4% | 0.0% |
| 7D | +0.6% | +9.7% | -9.1% | -1.0% |
| 30D | +4.0% | +12.7% | -8.7% | +0.7% |
| 3M | +18.2% | -13.4% | +31.6% | +18.9% |
| 6M | +32.8% | +59.6% | -26.8% | +16.3% |
| YTD | +28.7% | +73.3% | -44.6% | +9.7% |
| 1Y | +55.4% | +165.5% | -110.2% | +18.6% |
| All | +140.3% | +372.9% | -232.6% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling